They walked on through Alexander Gardens, past strolling families and idling tourists. They took in the Kremlin’s walls and turrets, the fountains full of characters from Russian fairy tales, the monuments to the cities that had held out against the Nazis – Kursk, Leningrad and so on – and the tomb of the unknown soldier. They stopped beside the statue of Marshal Zhukov, the defender of Stalingrad, astride his horse just outside the historical museum. ‘You seem very relaxed,’ Grove said. ‘Am I missing something?’

‘Have you ever been to Moscow before?’

‘Once, with the PM, right at the start of his time in Number Ten.’

Kate led Grove on past the new Kazan Cathedral – another reproduction of an iconic building smashed up on the orders of Stalin – and then through Red Square to cross the river. She took Grove on a tour of Zamoskvorechye so lengthy that even the normally stoic cabinet secretary began to grumble about how much longer this would take.

They returned to the apartment in Arbatskaya with Kate as confident as she reasonably could be that no one had been alerted to their presence in Moscow. They idled away the rest of the day, eating an unappetizing meal, talking about children and the early part of their careers, and playing cards. Grove had had the foresight to bring a pack.

The following morning, Grove left first and took the car to a pre-agreed point at the far end of Gorky Park. Kate set out on foot. She accepted that any attempt to dry-clean her route – to check she was not being followed – at this time in the morning, with Moscow still shrouded in darkness, was likely to be incomplete and she was relying on the work she had done the previous day.

The sky had cleared overnight, so the first rays of dawn light warmed her cheeks by the time she walked past the grandiose Museum of Culture at the entrance to Gorky Park, a bright white building that looked as if it might have been modelled on Berlin’s Brandenburg Gate.

Kate swung to the left and walked down an avenue lined with lime trees to the boating lake, which was as still as a mill pond. Its catamarans and pedalos were peacefully tied up, the sun glinting off the water.

The last time Kate had been to Gorky Park, with Sergei on a trip to Moscow, it had been a sad, decaying relic of the Soviet regime, with shabby amusement arcades. But since then it had undergone a major refurbishment. Gone were the rusting metal speakers that had once blared out Soviet propaganda, the gaudy advertising boards and tacky novelty lights. In its place was a neat, well-kept park, which owed less perhaps to its original architect, the Soviet Melnikov, and more to the original aristocratic owner of the Neskuchny Estate, who had once planted a large botanic garden on land now enveloped by the park.

Kate zigzagged, as a tourist might, walking past the fountains opposite the museum and on towards the Moskva river, where the traffic was already building up.