She glanced in puzzlement at the conductor. Slim and elegant in his evening dress, pink scalp shining through the slicked-back hair, he stood, maintaining his customary half-turn to the dance floor. But his well-known smile was frozen on his face, his eyes fixed uneasily on the middle distance. He waggled his baton with less than his usual enthusiasm. ‘Nervous? Look – he can hardly keep the beat going. He seems to have sensed something’s wrong. Perhaps he saw something untoward. Up there on the stand, he’s more likely than most to have spotted trouble. Have you spoken to him?’

Rupert shook his head angrily, his anxiety increasing.

‘Then I think you should try … No, hang on …’ Lily winced and looked again at the band. She frowned and stared. She grabbed the Branch man’s arm and held him back. ‘Rupert – all’s well. You can stand down. It’s the head to the left … it’s a dead give-away. Will you excuse me for a moment?’

She set off for the bandstand.

‘Gotcher!’ Lily spoke in a parody of a police voice straight into the ear of the Prince of Wales. ‘Caught red handed. Clear case of impersonation. Are you going to come quietly?’

He stopped his drumming abruptly, wrong footing several couples on the dance floor. They trailed to a puzzled halt and turned to stare at Cecil, wondering whether the dance was over.

‘Oh, I say – it’s a fair cop! A moment, please. I’ll surrender when I’ve done the flourish.’ He caught the panicking eye of the band leader, nodded and went into a swirling flurry of beats that announced that the dance was indeed over. Moving back into the sides, he peeled off the band uniform coat he was wearing and exchanged it for his evening tails, taking them from the wide-eyed and embarrassed drummer who’d been put to wait in the wings. ‘Thank you so much, Tommy,’ said the prince. ‘I really enjoyed that. Quite got the evening going!’

Edward, pink faced with exertion, turned to Lily and held out a hand. ‘I say – you must be my dancing policeman.’ He peered closely at her. ‘Can I possibly have that right?’

Lily shook his hand, unable to think of any other response. ‘Lily Wentworth, sir.’

‘You may call me sir if you prefer, Lily, but my close friends call me by my last name which is David,’ he said lightly. ‘And I think, for this evening, you’re meant to be a friend and staying close. How did you spot me?’ He laughed. ‘I’ve been watching the heavy brigade tooling about the room searching for me. They never once looked up at the bandstand! And then Sandilands came in and started charging about the place like a bull let loose in Harrods. No attention from him either. You saw me straight away. How come?’

‘I have an ear for rhythm – you were half a beat out. And you were the only one of a well-drilled line-up that had his head permanently set like this – to the left. I’ve noticed it in photographs.’ Lily demonstrated, putting her head on one side and staring soulfully into the middle distance. ‘When you know what to look for in a group photograph it stands out a mile.’

The prince was entertained by her impersonation. ‘I see it! Me and Alexander the Great!’ he chortled. ‘I always knew we must have something in common. Now that Cecil’s recovered his beat … what’s that he’s giving us now? Ah – a slow waltz to allow his heart rate a chance to recover … shall we take the floor?’

The moment they swirled off into the waltz, the whole room seemed to exhale a breath of relief and the floor was invaded by every couple in the room intent on being seen dancing in the company of the heir to the throne. After a few moments, he confided: ‘So glad they’ve sent me a policeman who can really dance – I feared the worst. I’ve seen your mob on parade. Better equipped for tossing the caber than tripping the light fantastic!’

‘Some of us can do both, sir.’ Lily smiled and leaned into a reverse turn, relishing Sandilands’ astonished face as they swooped by. A discreet and distant flash told her that Cyril was recording the moment.

HRH, as Sandilands called him, had the reputation of being a charming man. Lily had always thought that if she ever met a so-called charming man she’d be sick on his dancing shoes. But after two or three circuits of the floor, she reluctantly had to admit that she was charmed, if by that she meant amused, intrigued and flattered. He had much to say and spoke with feeling and humour. And there was some other quality – a deprecating self-awareness that drew one in. He seemed to have an unending stream of stories, some told against himself, that kept Lily laughing. His relaxed view of events, however, began to alarm her. So unflurried was her partner, he surely could not have been made fully aware of the seriousness of the threat against him.

She raised the matter as tactfully as she could, to be answered by a cheerful: ‘Oh, yes. Know what you mean. En garde again. What a bore! I wonder what the going rate for me is in England? In India – did you know I’d just got back from India? – it was a thousand pounds a pop. Some over-rich politico – whom I may not name – was brazenly offering a thousand-pound reward to anyone who would lob a bomb at me. Everyone knew who he was. And I had to sit opposite the fiend at a couple of dinner parties. Can you imagine?’

Lily agreed that conversation must have been a little stilted and dared to ask whether he’d been aware of any attempts actually being mounted.

‘I’ll say! Hard to ignore those quantities of explosive! Not always stable in a hot climate, you know. One or two of the bombers blew themselves up by accident and the security forces raked in the rest. Stout fellows, the Indian police force! Ah! Here comes a quickstep. That’s more like it. I say – may I have the honour?’

They’d warned her that he was indefatigable. Lily was glad of the hours she’d put in pounding the pavements of London – any girl less fit would have crumbled after a few dances with the energetic sprite she was teamed with. She was relieved to sit out the slower dances at a table at the edge of the dance floor, a spot carefully chosen, she guessed, to be in full view of the room. There they were joined by an equally carefully chosen succession of the prince’s old friends and a scattering of quiet-eyed, handsome young men of military cut. Lily heard a few names: Fruity This, Basher That, Pogo Someone Else, and failed to commit them to memory. She even, for the sake of appearances, took to the floor for a veleta with Pogo Someone Else, leaving her charge between two young Branch heavies for the duration.

The women who danced by their table all tried to catch the prince’s eye. Most seemed to be dark though there was a smattering of fair Anglo-Saxon beauties and even one or two redheads. Not one looked remotely threatening. No one tried to get too close to the prince. This was proving to be a wild-goose chase. The ring of security set up around them was surely impenetrable. With pity and a sinking heart Lily wondered whether this was to be the prince’s future: a gold-plated, steel-barred cage.

She looked with dawning admiration at the lively man, determined to enjoy his evening come what may. He was preparing to join in the serious business of the evening. Before they went through to supper, the all-important money had to be raised from the well-heeled gathering. And Edward was fully aware, she was sure, of his role in this. On top of the already expensive ticket price, a series of auctions was to raise yet more cash. Everything from a glorious Fabergé ornament to a piece of bloodstained linen allegedly taken from the corpse of a long-dead Russian saint was on offer to the highest bidder. And what a coup – to be able to brag afterwards that one had just pipped the Prince of Wales to the post, outbidding him at the last moment.

Edward pitched his bids neatly, knowing exactly when to whip up interest and when to graciously withdraw. She noticed that he persisted sufficiently to acquire a jewel-encrusted Easter egg and a jade necklace. ‘For my mama,’ he confided.