Their champagne served, Ducky said, ‘Nicky’s reaction to Kyril marrying a divorced woman was typically petty. He stripped Kyril of his titles and honours and his naval decorations for bravery, and said that neither of us would be allowed to enter Russia again, but what Nicky had forgotten was how close Kyril is to the throne. Since his father’s death, Kyril is third in line. It finally gave Nicky pause for thought, and last year we were invited not only to live in Russia again, but to be given a house at Tsarskoe Selo within spitting distance of the Alexander Palace. So there you are. That is number one on the list taken care of. What was number two?’

Number two had been her present title of Princess of Wales, and as May didn’t want to waste precious time talking about herself, or discussing subject number three, which had been the children they had had since their last meeting, she took a drink of her champagne and jumped straight to subject number four. Alicky.

‘Alicky?’ Ducky groaned. ‘She made a poor enough Tsarina before Alexei’s birth. Why, being so naturally antisocial and disliking mixing with anyone but close family, she thought she could make a good job of being Tsarina, I can’t imagine. Now, with Alexei a victim of the family bleeding disease, things have gone from bad to worse. She is rarely seen – and neither, of course, is Alexei. Her entire life is bound up with caring for him and living the lie that there is nothing seriously wrong with him. The outside world no longer has any meaning for her. If people were to know the reason for it, they would, I think, have some sympathy, but they don’t know and so the sympathy is nil.’

She took a deep drink of her champagne and said, suddenly no longer full of joie de vivre, but deathly serious, ‘As doctors can offer Alexei no relief from the pain he suffers whenever he has an internal haemorrhage, she has turned to religion in the hope of a cure and, tragically for Russia, religion has come in the form of a so-called holy monk, Father Grigory Yefimovich Rasputin. According to Alicky, he can bring the bleeding to a halt and, whether he can or can’t, Alicky believes he can, so Rasputin has become part and parcel of life at Tsarskoe Selo – and part and parcel of every brothel in St Petersburg as well, if what is said about him is true.’

She took a Fabergé cigarette case out of her handbag and, after they had lit-up gold-tipped Sobranies, said, ‘Now who shall we talk about next? Saint Ella or Sinner Missy?’

‘Ella. I used to be very close to her, but we lost touch almost completely after she married Sergei.’