In order to welcome Russia’s Tsesarevich to Coburg, the city’s small railway station was thick with bunting, streamers and white-blue-and-red Russian flags, the cheering populace kept at a distance by barriers and policemen. Two students were holding a giant home-made banner aloft on which was written WELCOME TO COBURG TSESAREVICH NICHOLAS. A military band was in place, ready to strike up the second Nicky and his entourage stepped from their imperial train, while a guard of honour was in place to escort him.

Alicky wasn’t alone on the platform waiting to greet him, for the parents of the bride, her Uncle Affie and Aunt Marie were with her, as were many wedding guests who had arrived in the tiny principality earlier in the week.

As the train steamed to a halt, Alicky was oblivious to everyone standing around her. It was five years since they had said goodbye to each other in St Petersburg, and the world had narrowed down to just one person: Nicky.

He stepped from the train looking splendid in the full-dress uniform of the Imperial Hussars and, as the band struck rousingly into the Russian national anthem, his eyes flew to hers, and Alicky’s chest felt so tight she thought it was going to burst.

There was no chance of private words together, for first Affie and Marie warmly welcomed Nicky, and then everyone else who had come to the station greeted him. The formalities took an age, but it didn’t matter. From the moment their eyes had met, they had both known instantly that nothing about their feelings for each other had changed.

All that day and evening, surrounded by extended family, there was no chance for them to be alone together, and that night – the night of Nicky’s arrival – the wedding party went en masse to an operetta.

Being able to have any private time together the next day was just as impossible, as Granny Queen arrived, accompanied by Uncle Bertie and a squadron of British Dragoons. As Alicky was the Queen’s favourite granddaughter, the Queen never let her out of her sight.

Only on the second day did she and Nicky finally manage to speak together in privacy.

‘And what I have been so bursting to tell you, Alicky darling, is that my parents have finally realized that I am never, ever going to marry anyone but you, and I can now propose to you with their full blessing!’ He held both her hands tightly in his. ‘Papa has not been well, and it has reminded him that he cannot live forever, and he wants to see me married and with sons, and the succession to the throne secured before he dies.’