But my confirmation into the Orthodox Church went ahead, with close family present and with everyone dressed in black. It was wonderful how utterly calm I was, and how sure I was that I was doing the right thing. Nicky’s first official act as Tsar was to sign a decree confirming me in my new faith, along with my new name, which is Alexandra Feodorovna. Nicky has begun calling me Alix (but to friends and family I will always be Alicky).

The transporting of Uncle Sasha’s body from Livadia to St Petersburg took nearly two weeks, as the funeral train stopped at town after town so that city dignitaries could pay their respects. In Moscow, people filed past the open coffin all night long, with many people kissing Uncle Sasha’s embalmed lips. How Uncle Bertie survived it all, I don’t know, but he never let a hint of distaste or impatience show, and I and Nicky will always be grateful to him.

Once in St Petersburg, there was another long procession through snow-covered streets to the Cathedral of St Peter and Paul. Ernie is here for the funeral, but he arrived without Ducky, who is four months pregnant and continually being sick. Kyril Vladimirovich (Nicky’s Uncle Vladimir’s eldest son) asked after her. I thought it an odd thing for him to have done, for he could hardly have expected me to update him on her pregnancy! Nicky said their being first cousins explained it, and that Kyril – who is by far the handsomest of Nicky’s many cousins – is a law unto himself. Like everyone else, he is staying on after the funeral for the wedding, which, at Nicky’s insistence, is to take place in just over a week’s time.

There is no question but that I will once again have thousands and thousands of pairs of eyes upon me, but I will survive it by blocking everything from my consciousness, other than my beloved Nicky and our vows, as we are bound together body and soul for what I know will be eternity. I only wish Granny Queen hadn’t taken the view that there were enough English royals leaving England for St Petersburg, without you leaving your darling baby to add to their number. Ever since Georgie has arrived, he has looked as if he is missing you – as I know that, in similar circumstances, my beloved Nicky would be missing me.