When Dolly arrived, and as soon as the door of her room had closed behind them, he said, ‘You don’t have to go through with this if you don’t want to, Sis. Don’t marry Eddy just to make Ma and Pa happy. Don’t be dragooned against your will into one of Aunt Queen’s matchmaking fiascos.’

She hugged him. ‘I’m not being dragooned into anything, Dolly. Although not many people are aware of it, Eddy and I are friends and, although I’ve always been careful not to let anyone become aware of it, I’ve had a crush on him ever since I was twelve. Trust me when I say I think myself the luckiest and most fortunate young woman in the whole wide world, and that nothing – absolutely nothing – could make me happier than I am at this moment.’

Dolly still didn’t look as if he believed her and, to show him how truthful she was being, May picked up her skirts and, laughing with sheer joy, waltzed round and round the room, saying as she finally collapsed into an exhausted heap on the sofa beside him, ‘Now do you believe that I’m deliriously happy, Dolly?’

Two days later, accompanied by Dolly and her parents, May travelled by train from Luton to St Pancras station. When she had departed from it less than a week ago there had been no one to see her and her parents off, for they were, after all, only minor royals leaving to attend a house party in Bedfordshire.

Their arrival back into London was far different. The station concourse was thronged with members of the public, all wanting to wish her well. Although she couldn’t see it, somewhere a brass band was playing. The people of London were never shy of vocalizing their feelings and as she stepped down from the train there were cries of ‘Good on yer, Princess May!’, ‘God bless you, Princess May’ and, cheekily from several of the women, ‘Give Prince Eddy a kiss from me, May!’

It was her first experience of being in such public focus, but she had her mother’s lifelong example at how to react to public adulation. As she was handed a bouquet of flowers from a top-hatted, tail-coated director of the station, May waved exuberantly to the crowd with her free hand and, with all her mother’s infectious spontaneity, continued smiling and waving all the way to their waiting carriage.

It took them straight to Marlborough House, where Eddy and his parents were waiting for them and where they were to have lunch.

To May’s disappointment, there was no opportunity for a private reunion and, in the presence of his parents and future in-laws, Eddy’s kiss merely brushed her cheek.