‘Russia? A perfect example of Britain’s patchy and self-interested involvement! Englishmen were there at the moment critique in St Petersburg in their Russian army officers’ uniforms and armed with their Webleys to finish off poor, bungling Felix Yussupov’s handiwork. Oh, yes, the world was well rid of Rasputin but it was no generous gesture on your part. The British secret service had a very particular reason for silencing him. The maniac was about to succeed in persuading the Tsar that he should order the Russian army to stop fighting on the eastern front and retreat back to Russia. It would have spelled disaster for the Allies. It would have left battalions of Germans suddenly released from action and free to dash over to the western front where they would have finished off the British and French forces. Now that was a pistol shot that saved thousands of lives! I do not criticize. I would have pulled the trigger myself and gladly. But the Tsar? Your King George’s own cousin? He asked for asylum in England. His request was refused. Where were your secret service officers when the Tsar needed a passage to safety for himself and his family?’

‘It was tried. I’m sure it was tried.’ Lily’s voice was unconvincing to her own ears.

‘It could have been achieved. The imperial family was under house arrest for many weeks. If diplomatic negotiations had failed – and I am not certain that they were even attempted – they could all have been rescued. The British managed after all,’ she said with a sly smile, ‘to organize a route by which the Tsar’s fortune could be spirited away. Millions of pounds’ worth of gold, jewels and bonds were helped out of banks, strongrooms and palaces on their way out of Russia but it was too much, apparently, to do the same for one small family.’

The princess seemed entertained by Lily’s expression of astonishment. ‘And you are asking yourself, Lily, why we do not see the Tsar, the Tsaritsa, their four beautiful daughters and the handsome Prince Alexei here in London, living their lives in safety? Well, I’ll tell you. It’s very simple. The wife of the Tsar is … was … a German-born woman of difficult character. Alexandra represented the enemy. And she would have been in your midst, this high-handed, manipulative schemer. But, more important, no capital can sustain two royal courts. Especially when the interlopers have a fabulously rich and completely autocratic way of going on. Your royal family, bourgeois, hard working, are entirely worthy but, dare I say it, dull – and they would have been eclipsed by the Romanovs.

‘Your people look at the Windsors and what do they see? They see themselves reflected. They see an undistinguished family, virtuous and industrious, and, if they don’t revere them, at least they honour and accept them. The Romanovs, however, would be a disastrous family to place in exile. They would have attracted their own glittering court about them and expected to go on living lives of decadent splendour. The French saw this clearly. Romanovs were very welcome as high-spending visitors but not as resident royalty. Non, merci! The French had long since rid themselves of their own. And someone in England also saw this clearly. So – not a finger was raised to help them and the whole family, all seven of them, and their servants were slaughtered in Ekaterinburg.’

The princess waited for a beat before adding tormentingly: ‘Though there was one survivor of the massacre. A spaniel, belonging to the Tsarevich, I believe, was rescued and made the journey safely to Windsor where he lives out his life in comfort. The English no doubt breathed a sigh of relief. They do so dote on their animals.’

This was dangerous political ground for which Lily had no map. She murmured her regrets and pleaded an ignorance of domestic and foreign politics. Her only source of information, she confessed, was the interior pages of The Times of London.

‘Who do not interest themselves in the suffering of my country. But why would they when they have their own demons just a short hop across the Irish sea and now a presence in their own capital?’ The princess did not consult her wristwatch but, apparently conscious of the passage of time, changed tack. Her voice lost its earnest tone and she was once again the hostess, speaking lightly. ‘When you call again, you must talk to my young friend Sasha. She liked you. I interrupted your conversation. Don’t mark her down as a social butterfly. She did not quite tell the truth about her escape from Russia. The true story – of which she still bears the physical scars – is vastly more appalling.’ The princess turned her head slightly to hide the quiver of disgust and pain. ‘She will confide as much as she thinks right. It will open your eyes, Miss Wentworth, to the sufferings of countries less well managed – was that your word? – than your own. Make no mistake – I admire and support the work Sandilands is doing to keep the good ship Britannia on an even keel. And if it comes to plugging up a hole or two in the woodwork to keep the deck firmly under our feet, I will do what I can. As will the young refugees I gather about me. It will do Sasha good to talk to someone her own age … someone with understanding who will not run screaming in horror from her revelations. Sandilands tells me you are made of stern stuff, Constable Wentworth.’

Lily responded to the ensuing distancing phrases. The interview was at an end. She was given permission to take away the original handwritten list to check against the Branch’s list back at the Yard. As she put both documents away in her bag and started to move towards the door, the princess called after her.

‘A moment, Miss Wentworth.’ She approached and spoke quietly. It seemed to Lily a prepared speech and one made with regret or some other emotion difficult to place. ‘There is a further name. A woman. Though I’m not sure she fills your criteria. In fact, exactly the opposite. You seek someone who was invited and yet did not put in an appearance. The woman I have in mind was not invited but was, in fact, present last night at the reception … in a manner of speaking … a close relation and very dear friend of mine. She is so completely uninvolved with what we have discussed that I am confident I am not suggesting any villainy when I say you will find her name on my first list but crossed out. That was for my secretary’s information. There was no need to send her an invitation, you see. She told me well in advance not to bother to ask her.’ The princess gave a dry laugh expressive of disapproval and incredulity. ‘She was going to be at the hotel anyway, though not as a guest. Anna Petrovna, her name is. A darling girl, but an eccentric. And a beauty! Wait a moment. You may judge for yourself.’

The princess headed towards a bureau, opened a drawer and took out a photograph. ‘Here. You may look at this. I cannot let you take it away – it’s the only photograph of Anna that I have left. It’s not very clear but it may be of help. You’ll see it was taken by an amateur – the grand duchess’s French master, I believe.’

Five young girls wearing long white dresses and ropes of pearls were caught, it seemed, informally, standing about holding croquet mallets in a woodland setting. They were clearly on friendly terms with the photographer; unusually, they were smiling into camera, their posture relaxed.

An idyllic moment of leisured innocence from a world so soon to be plunged into horror.

‘This was taken, oh, it must be eight years ago – you see all the girls are wearing their hair down. Not yet considered adults … still in the classroom.’ The princess began to pick out the Tsar’s daughters with a forefinger. ‘Now, let me see. I’ll try to get this right but they were peas in a pod, those girls. All very like their mother. And all dressed alike and grinning. Which is which? That one is certainly Anastasia. The shortest. Pretty little rascal. Now … Olga? Maria? Maria had fairer hair so the one on the right is almost certainly Maria. No mistaking the two arm-in-arm on the left. They are Tatiana and her friend Anna Petrovna. A spectacular pair, and didn’t they know it! Both tall, you see. It’s hard to tell from a sepia print, which never did Tatiana justice, but she had chestnut hair which contrasted intriguingly with Anna’s mop of jet-black hair.’ The princess’s voice faltered and she looked aside to hide her grief as she said quietly: ‘My niece was a handsome girl, was she not? In those days. Sadly, if you ever confront her, you will see that the years of privation and harsh treatment have taken a hideous toll.’