“But I wrote to Tabitha to find them here, and she said they were missing. They weren’t with me. We didn’t take them.”

She looks puzzled. “I am sure that I packed them. Are all your jewels safe?”

“My jewels are nothing to do with it!” I exclaim. “I clearly remember telling you to take the box of papers to the groom of the wardrobe and have them stored in the jewel house for me.”

“Oh, that box!” she says, her face suddenly clearing. “Yes, I took that for you.”

“Well, go and find it then. Why would you not fetch it at once?” Suddenly exhausted, I sink down to my bed and then there is a clattering knock on my door. I jump to my feet and open it myself. Outside is a captain of the yeomen of the guard and a couple of yeomen behind him.

“Lady Katherine Grey,” he says.

“Obviously,” I say sharply. “Who asks for me?”

“You are under arrest,” he says. “You are commanded to come with me to the Tower of London.”

“What?” I simply can’t understand what he is saying.

“You are under arrest. You are to come with me to the Tower. You may bring three women to serve you. They are to follow behind us with whatever goods and clothes you require.”

“What?”

He steps inside the room without answering me and he bows, his outstretched arm indicating that I should go out through the open door. My baby turns in my belly under the hard stomacher. I go where the captain indicates. He puts his hand in the small of my back and I flinch away. I cannot bear to be touched. I don’t want him putting his heavy hand anywhere near my belly, where my baby suddenly kicks out and makes me give a little gasp.

“This way,” he says, thinking I am about to cry out. “And no disturbance, if you please.”

I am very far from making any disturbance, I am blindly obedient, stunned like a heifer hammered between the eyes as it walks down the shambles towards the butcher. My ladies are gathered like a flock of startled hens at the doorway to my presence chamber, eyeing me in horror as if I were taken with the plague and they want to draw back their skirts for fear of infection; but I hardly see them at all. I am blinded by my own shock.

“The Tower?” I say to myself, but there is no meaning in the words for me.

The captain goes ahead of me, and his men come behind. It is like a scene in a masque. I follow him. I don’t know what else I can do. But I really don’t know what is happening.

“I have to have my linnets,” I say suddenly. “And my little dog. And I have a cat, and I have a monkey, a very valuable animal.”