'Queen of Versailles' Daughter Victoria Siegel -- Returned From Rehab Two Weeks Before She Died

Victoria Siegel had a problem with prescription drugs and had just recently returned home from rehab before her death.

Sources close to the family tell TMZ ... Siegel struggled with Xanax and the family tried to get her help by sending her to rehab on multiple occasions. We're told her most recent stint ended about two weeks ago.

We're told the family is "shocked" by her death because she'd been doing so well since coming home from rehab. She even attended a premiere party for her parents' recent appearance on "Celebrity Wife Swap" ... and everything seemed fine with her.

It's unclear if Victoria's addiction issues contributed to her death. Neither the family nor investigators have released a cause of death.