The next few weeks were a frenzy of activity, none of which helped May come to terms with the thought of leaving the only two homes she had ever known. Even worse was when the bailiffs came to White Lodge. Her mother avoided the humiliation by fainting upon their arrival. May and her father had no option but to endure it. Just as bad, if not worse, was when it was decided (although not by her mother) that, in order to pay off their creditors, many personally owned contents from Kensington Palace would have to be sold at public auction.

Torturing herself to the utmost, May attended the auction, not showing a flicker of her inner agony as people pawed over and speculated on her family’s much-loved paintings and pieces of furniture. The stuffy smell of the saleroom, the sound of the gavel coming down time and time again, as one item and then another disappeared into the ownership of strangers, was a nightmare she would never, to the end of her very long life, forget. By September, with the agreement that their future living expenses would be funded with money to be paid back when May’s maternal grandmother died and her mother came into her inheritance, they were ready to leave. It was also money that would be under the care of an administrator, and which neither her mother nor her father would have direct access to.

‘Which I think a very great indignity,’ her mother said, hardly able to believe that life could be so unfair. ‘That a granddaughter of King George should have to ask for money that is rightfully hers is a monstrosity. If the dear general public knew of it, there would be an uprising!’

Her mother’s popularity with the British public was such that May thought her mother might not, for once, be exaggerating. In contrast to the Queen, who spent the best part of the year at the remote Balmoral Castle and never dressed in anything but black, Princess Mary Adelaide’s carriage was constantly spotted on London’s streets. Even in the middle of winter she travelled with the window down, so that when she was recognized and people called out a greeting – often referring to her affectionately as ‘Fat Mary’ – she could lean out and, with her hat bedecked with stylish feathers and swathed in furs, respond with one of her life-enhancing smiles and a cheery wave.

There was one last thunderbolt before they were to leave England ignominiously behind them.

‘It has been requested that we travel incognito.’ The Duke of Teck tried to sound as if this was expected and came as no surprise. He failed miserably.

‘Not travel under our own names, Papa?’ May was incredulous. ‘But why? Are we suddenly to be ashamed of them?’ Angry colour spotted her cheeks. ‘If we are not to travel under our own names, what names are we to travel under?’