‘Willy asked to be remembered to you,’ Marie-Louise said as the Daimler drew to a halt outside the front entrance of the hospital. ‘He wrote that you were a kindred spirit. I thought it a very droll expression, but then there were always times when Willy’s English was droll. I remember him once saying he had a very gentle chair, when he meant to say he had a very comfortable chair.’

Later, when they were once again in the Daimler, Marie-Louise said hesitantly, ‘I hope you aren’t thinking me as unfeeling for not having spoken of . . . of July . . . but I thought you wouldn’t want to be reminded. It was all so terribly, terribly ghastly . . .’ Her voice tailed off in awkward embarrassment.

‘No.’ May kept her eyes focused straight ahead on the traffic. They were nose-to-tail with an ambulance. A boy who was mercifully too young for army service cycled past them, his pannier piled high with fresh bread. ‘No,’ she said again. ‘You were quite right, Marie-Louise. Like the Battle of the Marne and Gallipoli, and Verdun and the Somme and endless other blood-soaked battlefields, there aren’t enough words in the English language for it, and so it is best not spoken of.’

Not spoken of, but never for a moment forgotten.

When Marie-Louise had been dropped off at the small Knightsbridge flat she lived in, in glorious independence, May massaged her aching temples. The nightmare best not spoken of had started after Nicky’s abdication eighteen months ago, when Russia’s Provisional Government had asked the British government if the former Tsar and his family could be given refuge in England.

‘Of course I have agreed,’ George had said to her at the time. ‘How could I not? Nicky is my doppelgänger. We are so alike physically that whenever we are together at any family event, we are constantly mistaken for each other. And besides, I like Nicky. He’s a grand chap. Always so sweet-natured and amiable.’

The Daimler rolled into Buckingham Palace’s inner courtyard. Without betraying a flicker of her mental agony, May stepped from the car and thanked the driver, her thoughts going relentlessly over the terrible, fateful days in March.

A meeting between the Prime Minister, George’s private secretary and the Permanent Under-Secretary at the Foreign Office had taken place in Downing Street. Agreement had been swiftly reached and a message sent to the Russian government, stating that Britain was prepared to offer asylum to the former Tsar and his wife and children.

It had all seemed so straightforward. It had even occurred to May that once the family was domiciled in Britain, her eldest son might stop philandering with married women and become engaged to Olga or Tatiana, something she knew would delight Alicky just as much as it would her.