‘As did nearly everyone else. Sergei was a mystery I think only Ella ever really understood. Did you know his head was found days after the explosion, on a nearby roof?’

May gasped and Ducky said apologetically, ‘Clearly you didn’t. Would you like a brandy?’

‘No.’ May’s voice was unsteady. ‘Has Ella really become a nun, or has she simply moved out of the palace and into a convent? I’ve heard so many bizarre stories I don’t know what is true and what is rumour.’

‘Then I’ll tell you what is true.’ Ducky waited while a waiter refilled their glasses before saying, ‘Within days of Sergei’s death, Ella began getting rid of all her worldly goods – which, let’s face it, were considerable. Then she began spending all her time caring for the poor and the sick. Up to that point the family simply thought she was in shock and would begin acting normally again, given time. It was only when she began divvying up her Romanov jewels that alarm bells began ringing.’

She gave a despairing lift of her shoulders and elegantly blew a thread of blue smoke into the air. ‘Then she bought land, built an orphanage, a hospital for the poor and a convent that she named the House of Mary and Martha. When the Church granted the convent official recognition, Ella took vows of poverty, chastity and obedience, created herself Abbess of the Order and has worn nothing but a rather fetching pearl-grey habit and wimple ever since. The people regard her as a saint. The family think she’s barking mad, but then perhaps religious madness lurks in her bloodline. Little sister Alicky is proving to be just as barmy, when it comes to religious fanaticism.’

‘No one could accuse Vicky, Irène and Ernie of religious fanaticism.’

‘That’s true and, as siblings, they are all still very close. All three of them regularly visit Tsarskoe Selo and, when they do, Vicky and Irène always stay at the far side of the imperial park with Kyril and me. Ernie visits Alicky as well, but when he does, he doesn’t cross the park and visit me. A husband visiting an ex-wife would be seen as very bad form. Kyril puts up with a lot, but even for Kyril that would be a step too far.’

‘And then who should walk in on us but Margaret, Kyril and Thaddeus!’ May said later to George, when she was back at Marlborough House. ‘I do so wish you had been there to meet Thaddeus, George. He was born in Ireland and we had what he calls “great crack” together – meaning much fun and laughter – before we all said goodbye to each other.’

‘I’m glad you and Margaret had a splendid three-day jaunt, but I’d prefer it if you didn’t have another one for quite a while, May. I miss you when you’re not here.’