Remember how, as a child, I read avidly about the sinking of the Titanic? RMS Queen Mary is a descendant of that fated ship and I must admit I was as excited to see her as any of the royal party.

We took the royal train from Waterloo to Southampton this morning. I had never travelled on a train of such splendour before. It’s like an hotel on wheels! Queen Mary insisted that I sat in the same carriage as them all and I marvelled at the comfort of the seats; we each had our own armchairs, and refreshments were served to us. We enjoyed the delicate sandwiches, cakes and tea as the countryside whizzed past us. Dear Queen Mary encouraged us all to ‘tuck in’.

She is so kind and was grateful, I think, that she was accompanied by us all.

The Duchess is very fond of her mother-in-law and I must admit I continue to admire her very much. The girls constantly asked her questions about her ship: ‘How big is it? How many passengers does it hold? Will it sink like the Titanic?’ All these she answered until, needing some peace, she asked me if the girls had books they might read quietly?

I pulled from my bag Lilibet’s Black Beauty and Margaret’s Babar the Elephant; I had thought it best not to pack Agatha Christie.

Technically, Margaret is rather too old for Babar but she loves the story and enjoys the wonderful illustrations. Also, it keeps her quiet!

With the girls occupied and the gentle rocking of the train, I gave myself permission to close my eyes. The Duke was fast asleep across the aisle from me, snoring gently.

The Queen and the Duchess must have imagined I was asleep, too. They were talking quietly to avoid waking the Duke and to keep their talk from the girls, but I couldn’t help but overhear. Please, please never tell anyone about what I am about to write, but it has really unsettled me and may have repercussions for the whole country. I shouldn’t write any of this, I know, but I need to tell someone and who can I trust better than my own parents?

You will find this as shocking as I did.

‘The thing is,’ the Queen said in a low voice, ‘I am so afraid he may ask me to receive her.’

I opened my eyes a crack, and saw two bright spots of crimson burning on her cheeks. I shut them immediately, but by now my hearing was horribly alert.

‘He gives her the most beautiful jewels.’

The Duchess spoke. ‘The whole situation is horribly complicated. I do not feel I can make advances to her or ask her to my house again. I am so unhappy about it. I am sorry for being so indiscreet but there is no one I can talk to. Dear Bertie and David have been such friends and now all is strained. We live a life of conjecture, never knowing what will happen tomorrow.’