‘Miss Wentworth! I’m delighted you could come – and so swiftly after the recent events. I’m told you bring news of the prince.’ The princess was smiling a welcome. Her voice was a throaty rumble but her English was perfect and, Lily guessed, her first language. She turned to the two young women who were sitting at a table covered in piles of envelopes, notes and cards. They got up eagerly and came forward in age order. They were both in their early twenties and both had dark hair and eyes, but Lily didn’t think they were sisters. The older one had a dreamy, rounded face and an easy smile; the other had a quizzical stare and a mouth that seemed ready to laugh.

‘Eirene, Sasha, may I present Lily Wentworth who was our guest last night? You may remember seeing her in the company of His Royal Highness. And she is, among many things, the cousin of Sandilands who visited the other day. Miss Wentworth, you will observe, comes to us under cover … Is that the right term?’ Her eye lingered meaningfully on Lily’s yellow print washing frock and slightly battered hat, and her two companions laughed nervously.

Lily lowered her voice to a conspiratorial tone and murmured: ‘It’s a Sunday. Maid’s Day Off. I blend in with the promenaders.’ In her imagination she heard her father splutter his outrage as her grandfather, with a dry rustle of bones, turned in his grave. With a rebellious flourish, she took off her hat and shook out her hair.

‘Ah! Now I remember! It’s the girl in the green dress,’ murmured Eirene. ‘The wonderful dancer! We all said … didn’t we, Sasha?’

The two younger Russians were wearing heavily embroidered silk kaftans, ankle length and unconstricting. They seemed to have been dealing with correspondence, so Lily gathered they were both resident in the house. Family or friends and clearly going nowhere for the moment. Their presence in the room was inconvenient.

Formal introductions were completed. The ladies seemed intrigued and pleasantly scandalized to be in the presence of a working woman and a woman policeman at that.

Sasha recovered more quickly than the placid Eirene. ‘Lily,’ she said, calling her firmly by her first name, ‘you’re very convincing. I’m only surprised you got past Foxton! And I would know about being convincing. When I escaped from Russia my disguises were every bit as effective. I became quite the expert. You’re to come to me if you need any advice on dissimulation. I’ve travelled a thousand miles being a peasant, a baker’s daughter, a babushka, a cavalryman … I’ve sliced off my hair and kicked off my heels. But the best part of it all was – no corsets! Oh, the joy of leaving them off! I haven’t put one on again since!’ She wriggled her slim shoulders under the silk wrapper and sighed with satisfaction.

‘And now Mademoiselle Chanel offers us all the same freedom,’ Lily agreed. She didn’t believe a word of this manicured and soignée little butterfly’s fairy story but she liked her insouciance.

‘But let me warn you.’ Sasha’s roguish glint faded and her expression became more stern. A finger was raised and she wagged it at Lily. ‘As one actress to another. The moment you find the role you are playing more comforting, more alluring, or just more stimulating than the one you were born to – you are lost. Cast adrift for ever on a sea of dissatisfaction.’

‘No need to worry about me,’ Lily replied as lightly as she could. ‘Dancing with a prince was good fun but I shouldn’t much care to have to do it every day. Be on my best behaviour every moment? Apologise every time I stepped on the royal toe? No. I’d rather put on corsets again.’

‘You choose to mistake my meaning.’ Sasha’s bright eyes were full of knowledge and Lily tried not to look away. ‘Good. I conclude that you are aware of the true danger.’

Only too well aware, Lily decided the moment had come to pull this interview back into line. She caught the eye of the princess and remembered her instructions. ‘But I’ve come, as you say, with news of the prince – that is to say of two princes.’ The company became still and attentive. ‘The Prince of Wales was in no way harmed, though very distressed, of course, by the events. He’s gone into the country to stay with friends for a week or so and has sent his condolences to the widow of Prince Gustavus, who, as you perhaps—’

‘Poor Zinia. I have told my friends what happened. You may assume they know as much as I and speak freely in front of them,’ the princess intervened.

‘It is confirmed that Gustavus died of heart failure.’ Lily delivered the lie with all the security of Sandilands’ coaching behind her. ‘The onset was very sudden. Although an eminent doctor was on hand to render immediate assistance, there was nothing that could be done to save him.’

‘Ah. No surprises there. Zinia will have told you, no doubt, my dear, that this is a family weakness.’ The princess spoke without emotion. Her words were greeted by understanding nods all round. ‘One is sad but not surprised. I was acquainted with the boy’s father many years ago. In looks, the son was the image of his father, and, it transpires, he had many of his deficiencies of character. A lying, murdering womanizer,’ she said pleasantly. ‘The kind the world is better off without. Just as well that the line has a built-in physical flaw … they manage to destroy themselves before someone is obliged to do it for them. Ah, here comes our morning coffee. You are able to stay and drink coffee with us?’

A maid entered with a loaded tray, and took in Lily’s presence with dismay. Sasha got up and bustled about helping her to find a space on the table. ‘Shall I bring another cup, Miss Sasha? I hadn’t realized you’d got company.’

Sasha hurried her away with a discreet, ‘No, thank you, Katy, that will do. Thank you, my dear. We’ll wait on ourselves. You can go now.’

Four delicate cups and saucers of Worcester porcelain, a silver pot, cream and sugar and French madeleines had appeared, Lily noted, pleased that Fanshawe had got it wrong. Though not all his speculations missed their target. Sipping the fragrant coffee and puffing away at Virginia cigarettes, the ladies allowed their affected sadness to give way with surprising speed to gossip and merriment. The hemlines and dancing partners Fanshawe had scathingly conjured up were now, indeed, being trailed before her. Lily was made to tell whether Prince Edward was as good a dancer as was reported. (‘As good as my dancing master.’ Lily had decided the man had earned a good report.) Was he fun? (‘He made me laugh a lot.’) Where had Lily come by that wonderful dress? (‘Ssh! A secret! Though perhaps I’ll leave the address with the princess before I leave.’) And who exactly was the fair-haired Adonis to her right… sitting at the royal table…clean shaven, cleft chin, was he really squiring Connie Beauclerk?’ (‘Rupert Fanshawe? The most dangerous man in England! You would not want to know him.’)

Lily was feeling easy enough in their company to tell them a scandalous story about Rupert Fanshawe that elicited gasps and giggles. A story entirely of her own invention. She hoped it would find its way straight back to the Branch man’s ears.

The princess enjoyed the chatter for a while then dismissed the two young women. ‘Now, my chickens! You must both go up and change – we’re expected at the embassy for lunch, remember. Take your things away with you, will you? I would like a quiet and serious word with Miss Wentworth and I can see I’m not to have the opportunity as long as you pester her for gossip.’

They scuttled off, leaving Lily facing a suddenly shrewd inquisitor.

‘Now you can tell me the truth,’ the princess said bluntly. ‘How did Gustavus die?’

‘Cyanide poisoning. Almost indistinguishable from heart—’

‘This is understood. And that must be the last mention of the appalling substance. The man died from a congenital heart condition. And largely unmourned. I shall attend the funeral, of course. Thank goodness veils are still in style – I shall find it impossible to squeeze out a tear. As will his wife, the silly girl.’