The only advantage Andrea had at that time was that he was a relation of the British royal family, and that might have proved no advantage at all had George V not been consumed by the memory of what had happened to his other royal relations, the Romanovs, three years earlier. As Marion Crawford, governess of Philip’s future wife, made a point of explaining, history is ‘the doings not of a lot of dusty lay figures in the past, but of real people with all their problems and bothers’. Even if Crawfie did not apprise the young Elizabeth of the fatal part her grandfather had played in their tragic outcome, the King himself was all too aware.

In February 1917, Russia had fallen to the Bolsheviks and Tsar Nicholas II had been deposed. He was George V’s first cousin (their mothers were sisters); the two men knew each other well and were on friendly terms, sometimes meeting and frequently exchanging letters. They even looked alike. ‘Exactly like a skinny Duke of York [the future George V] – the image of him,’ one of Queen Victoria’s ladies-in-waiting once observed of Nicholas. When Nicholas appealed to his cousin for asylum in Britain, George V made it his personal business to ensure that it was refused. Where would he stay, the King wanted to know? And who was going to pay for his upkeep?

The prime minister, David Lloyd George, had initially offered the imperial family the sanctuary they sought. The King, however, aware of the social instability and the corresponding upsurge in republicanism the First World War had generated in Britain, was concerned that Nicholas would bring Russia’s revolutionary chaos with him. Sacrificing family blood on the altar of expediency, he ordered his private secretary, Lord Stamfordham, to write to the foreign secretary, Lord Balfour: ‘The residence in this country of the ex-Emperor and his Empress . . . would undoubtedly compromise the position of the King and Queen.’

The offer was duly withdrawn, and on 16 July 1918 Tsar Nicholas, his wife Alexandra, their four daughters and their young son were shot and bayoneted to death in a cellar in Ekaterinburg in the Urals. There is no record of George V having expressed sorrow, much less contrition, at his own role in the tragedy.

But now another royal relation – and one who also had a wife, four daughters and a young son – was facing execution. It was a matter the King could not ignore. Andrea, like the murdered Tsar, was also a first cousin; his father, George I of Greece, was the brother of George and Nicholas’s mothers. There were other connections. As we have seen, Andrea’s wife was the daughter of the former First Sea Lord, the first Marquis of Milford Haven. Alice was a first cousin once removed of George V himself.