For six months it seemed to May as if her mother was right that the word ‘exile’ would not be mentioned again. Then, in mid-July, as the anxiety was beginning to fade, her mother received a note from the Queen saying that she would like to receive a visit from her at Windsor.

‘How delightful,’ May’s mother said blithely, not fearing the worst. ‘And you must come with me, May. I know the Hessians are there on a summer visit, and I believe the Edinburghs are at the castle as well. It will be so nice for you, May, meeting up with your little Edinburgh cousins, and with Ella. At eighteen, it’s high time Ella was married. I wonder if that is why she and her family are now at Windsor? I wonder if an announcement is about to be made?’

‘An announcement?’ Ella asked, after she and May had found an unoccupied room in one of Windsor Castle’s turrets and were sitting opposite each other on a cushioned window-seat, their knees pulled up to their chests, their feet toe-to-toe. ‘Absolutely not – although Granny Queen living in the hope of one is why I’m here.’

‘And is her bridegroom of choice still Eddy?’ May asked tentatively, trying to disguise in her voice the hope that it wasn’t.

‘Yes. He was here when I arrived. Granny Queen’s idea was that the two of us could spend time acclimatizing ourselves to the prospect of spending the rest of our lives together and that, when we had, an announcement would be made. Only it isn’t going to be made because – unlike so many of our aunts and cousins – I am not going to be bullied by Granny Queen into a marriage I don’t want. I’m not going to marry Eddy. He’s far too unreadable and we just don’t suit each other. I’m going to marry Sergei.’

Hard on the heels of relief that she wouldn’t have to attend Ella and Eddy’s wedding came complete bewilderment. Sergei? May’s mind raced. Who on earth was Sergei?

As if May had put her thoughts into words, Ella said, ‘Sergei is a younger brother of Tsar Uncle Sasha. His mother is a princess of Hesse, and so he’s been visiting my family all his life.’ She giggled. ‘He tells me he once bathed me when I was a baby, but I don’t think I believe him. He’s twenty-six, so he would only have been seven or eight at the time.’

May tried to get her head around the idea of a little boy of seven or eight bathing a baby and couldn’t. To her, it all sounded most odd.