That afternoon, pleading a migraine, she had kept to her room and cried and cried into her pillow until she was exhausted.

The next day, the Waleses had taken her to Sandringham church so that she could view Eddy’s memorial window, which had been given by Eddy’s brother-officers of the 10th Hussars. It depicted Eddy as St George in shining armour and was exactly the way she would have wanted him depicted. For in looks, Eddy had always reminded her of Donatello’s marble statue of St George in Florence.

At Christmas, Georgie sent her a present of a brooch, and she sent him a small pin. In the card accompanying the brooch he addressed her as ‘Dear Cousin May’, and she addressed him as ‘Dear Cousin Georgie’. The embarrassment, although not as intense as it had been, continued, not helped by newspaper headlines such as ‘Will next year be the year Princess May becomes the Duchess of York?’ and ‘Buckingham Palace prepare to announce the engagement of the Duke of York to Princess May’.

‘It’s all bosh,’ May said whenever she was asked if there was any truth to the rumours. ‘Newspapers simply make up any outlandish story they think will sell copies.’

In mid-February 1893, Queen Victoria again summoned Georgie into her presence. ‘Have you,’ she asked, black satin-slippered feet on a footstool, a small Pomeranian dog in her arms, ‘thought any more about the conversation we had in September?’

‘Yes, Granny.’ Georgie’s discomfiture was intense, but he was determined to stand his ground. ‘And I thought that perhaps, in time, I might find a German Protestant princess I could propose to.’

‘Then if that is what you want, propose to May!’ The Queen’s patience – something she never had much of – was being sorely tried. ‘May’s bloodline is wholly German and she is Protestant to her backbone. As for finding another German Protestant princess to propose to, there are no other suitable German princesses of the right age, in good health and in their right minds!’

Georgie tried to think of a response, and couldn’t find one.

His grandmother tried a different approach. ‘Think of all dear May’s excellent qualities, Georgie. Although because of her father’s morganatic bloodline she is only a Serene, on her mother’s side she is, like you, a direct descendant of King George III. She has a strong sense of royal duty, is sensible, even-tempered, highly intelligent, cultured and, although not beautiful, is exceedingly pretty. And no one can deny that she possesses great natural dignity – something that is essential in someone who, if you propose to her, will one day hold the highest position there is.’

Georgie had no intention of attempting to deny May’s natural dignity and he knew that if he was going to marry – and it was obvious he had no choice but to do so – then he would far prefer his bride to be May than anyone else.