Nicky went down to the tennis courts and, in hot sunshine, played an energetic match against Tatiana. Willy ebulliently fired off a congratulatory telegram to Emperor Franz Josef, saying that Serbia’s agreement to all Austria–Hungary’s demands was a great victory for Vienna; that it did away with any need for war and was an outcome on which Emperor Franz Josef was to be congratulated. Accompanied by his equerry, a vastly relieved George took his favourite horse for an energetic gallop across Windsor’s parkland, giving private thanks to God that the world was a safe place again.

The next morning Austria–Hungary declared war on Serbia and, from the far side of the Danube, Austrian gunboats began shelling Belgrade.

Willy was poleaxed. Always all front, his sense of insecurity and fearfulness that he kept so deeply buried beneath the swagger and bombastic bluff and bluster was terrifyingly laid bare. If Russia came to Serbia’s aid, he would have to carry out his thoughtless promise made in the aftermath of Franz Ferdinand and Sophie’s murders and stand shoulder-to-shoulder with Austria. And if he did that, he would most likely find himself not only at war with Russia, but with Russia’s long-term ally, France – and for Germany, because of her geographical position, that would mean war on two fronts.

It was a prospect that filled him with crippling panic, and he immediately sent off a telegram to Nicky saying that he was about to exert his utmost influence with the Austrians to arrive at a satisfactory understanding, and that he hoped Nicky would help in smoothing over any difficulties that might arise.

Nicky replied that Austria’s attack was an outrage, and the next day he mobilized his army along Russia’s border with Austria.

‘It’s just in case events escalate even further,’ he said to Alicky truthfully. ‘It’s only a precaution.’

Distraught, Alicky sent a telegram pleading for advice to Rasputin, who was still in a Siberian hospital bed. The cable she received back was starkly blunt: Let Papa not plan war, for with it will come the end of Russia and of yourselves, and you will lose to the last man.

Appalled, Alicky ran to show the telegram to Nicky, who, in a meeting with his ministers and military leaders, did something previously unthinkable for him, where advice from Rasputin was concerned. He ignored it.

Other telegrams began flying thick and fast between the Foreign Office Departments of St Petersburg, Berlin and London and, on a personal level, between Nicky, Willy and Georgie.

Willy cabled Nicky, demanding that he halt his mobilization.

Nicky responded that it was technically impossible for him to do so, but that as long as conversations with Austria were not broken off, his troops would not take the offensive.