Ned does not rescue me; he cannot. His mother has forbidden it, and she is not a woman to be disobeyed. He does no more than look longingly at me, and walk away. Robert Dudley does nothing for me. He thinks only of himself and of Elizabeth. He is at her side every day in these dangerous times, and I think if she could not cling to him, she would lose her wits. Of course, it is William Cecil, who knows all about everything, who speaks to me. He bows very low as he comes out of the Privy Council meeting, and offers me his arm to walk along the gallery to the queen’s rooms. I flutter my fingers a little as if I would be released, but he keeps a warm gentle grip on my hand, and so we enter together, and I see from the determined upturn of Elizabeth’s painted lips that the two of them have agreed that I must be kept close, and they have choreographed a little dance for me to perform.

“Oh! Cousin Katherine,” she says, turning away from Robert Dudley as if she is more interested in me than in him. “Dear Cousin.”

My curtsey is as shallow as I dare to make it. “Cousin Elizabeth, Your Majesty,” I say, since we seem to be closely related today.

“Come and sit with me,” she says, indicating the stool beside her chair. “I have hardly seen you all day.”

There have been many days when she has managed to endure my absence, and never before have I been invited to sit with her.

I glance to one side where Ned is watching this mumming, and his expression freezes and he looks down to the ground, as if he dare not even smile at me. He is so afraid of Elizabeth’s displeasure, and I am like a mouse under the paw of a fat ginger cat.

“What a darling little dog!” Elizabeth exclaims.

I look down at Jo, who presses against my feet as if she is afraid that I will follow court protocol and offer her to the queen, who looks at her with no warmth in her face.

“I love Katherine like a daughter,” the queen says to the air over my head. Even she, great liar that she is, lacks the bravado to meet my eyes. Everyone takes in this surprising announcement with blank faces. I see the bright interested stare of the Spanish ambassador. “She is like a daughter to me,” she repeats loudly. Then, as the meaning of her words dawns on her, she softens her voice to speak to me: “You must miss your mother very much,” she says.

I bow my head. “I do, Your Majesty,” I confirm dutifully. “She was most devoted to me and to my little sister, Mary.”