Untitled: The Real Wallis Simpson, Duchess of Windsor. Anna Pasternak

      The prince’s attempts to speak to his father at any length about his personal life were thwarted by events. On 6 November 1935, Edward’s brother, Prince Harry, was married in the private chapel at Buckingham Palace to Lady Alice Scott. Eminently suitable, she was the third daughter of the king’s friend, the Duke of Buccleuch. Sadly, the duke died just before the wedding, rendering it a quiet affair. Queen Mary recorded in her diary how charming the bridesmaids looked: ‘Lilibet and Margaret* looked too sweet.’ In his diary, King George wrote: ‘Now all the children are married but David.’ In a state of resigned despair, weakened by concerns over Edward’s private life, he memorably said: ‘I pray to God my eldest son will never marry and have children, and that nothing will come between Bertie and Lilibet and the throne.’

      Later that month, the general election saw the National Government return to power with a reduced majority, and Stanley Baldwin enjoying his third term as prime minister. The prince sensed that his father was too engrossed with the political aspect of his duties to be disturbed. Then, a bitter blow befell the royal family. On the day that the seventy-year-old king was due to open Parliament, his favourite sister, Princess Victoria, died. The siblings were exceptionally close; King George would begin each day with a telephone call to her at her Buckinghamshire house, Coppins, in Iver, at 9.30 a.m. Weighed down by grief, it was the first time in his life that the king had cancelled a state ceremony. His health rapidly deteriorated and he never appeared in public again. His family believed that the loss of his beloved sister sounded his own death knell.

      Aware that King George’s life was ebbing away, all efforts were made by the family to try and ensure that Christmas at Sandringham was especially memorable. In the White Ballroom, nine-year-old Princess Elizabeth romped around the Christmas tree with her younger sister Margaret, their childish effervescence lightening the sombre mood. Edward, the only family member not to have a spouse by his side, felt ‘detached and lonely’. He later wrote: ‘my brothers were secure in their private lives; whereas I was caught up in an inner conflict and would have no peace of mind until I had resolved it’. On Boxing Day he wrote to Wallis from Sandringham: ‘I couldn’t believe it was possible to miss this way but it’s so lovely although hell while it lasts. It really is terrible here and so much the worst Xmas I’ve ever had to spend with the family … Oh! to be alone for ages and ages and then – ages and ages. God bless WE sweetheart but I’m sure he does – he must. Your David.’