Why should he distance himself even further from his own sisters? God knows he has little enough family life to look back on, Philip thinks bitterly. His father is in Monte Carlo, his mother in Athens.

‘I see now why you think I am lucky,’ says Elizabeth. The wind is slapping the ends of her scarf against her chin and she wrestles with the slippery material as she attempts to retie it. ‘And I am. I have a family and a home.’

‘I haven’t had a home since I was nine,’ Philip is appalled to hear himself say, and he scowls, hunching his shoulders against the cold. He can feel her clear eyes on his profile and cringes inwardly, sure she has heard the bitterness edging his voice.

‘Is that when you were sent to school?’

‘Yes,’ he says stiffly, still ashamed of what he let slip. He is supposed to be charming Elizabeth, not telling her sob stories of his childhood. ‘Until then, we were living in Paris but it was a somewhat hand-to-mouth existence. Pretty ramshackle, in fact.’

That was better. Make light of the whole business. Because he had been happy at Saint-Cloud. Why wouldn’t he be? He’d been just a boy, oblivious to any undercurrents. His pretty mother’s favourite, an adored autumn child. Indulged by his genial father and fussed over by his older sisters even as they accused him of being spoilt. Nanny Roose had been the only sensible figure in the household.

‘Then … my mother became ill,’ he goes on. He doesn’t want to brush his mother under the carpet. Elizabeth must surely be aware of the times Princess Alice spent in sanatoriums, in any case. Still, he has the sense of stepping onto quaking ground.

His adoring mother, who had grown vaguer and more withdrawn, her eccentricities losing their charm as Philip was abandoned for spirituality and she declared herself a saint and a bride of Christ. There had been that miserable Christmas at Saint-Cloud when Alice took herself off to a hotel in Grasse, leaving his father, his sisters, and Philip to fend for themselves.

But it was fine, Philip reminds himself hastily. He was an energetic child, easily distracted. He had a bicycle he had saved up to buy for himself and there was plenty of fun to be had at school and mischief to be got into with his best friends the Koo brothers. He still winces at memories of steeplechases organised at the Chinese embassy where they lived, shouting and tussling between the precious china artefacts. No wonder Madame Koo had been glad to see the back of him when he went home!

‘Everything happened about the same time,’ he tells Elizabeth carefully. ‘My mother was unwell, my father went to live in the South of France, and my sisters all married. So that was the end of family life, I suppose. I just had to get on with it. You do. One does.’

One thing about Elizabeth, he realises, is that she is not going to gush or probe or be excessively sympathetic. Her restraint is obscurely restful, and in a perverse way only makes him want to tell her more about his unsettled childhood.

‘My parents wanted me to have a British education so I was sent to Cheam and my Mountbatten uncles stood as guardians while I was over here. Uncle Georgie – David’s father – was the one who came to sports days and prizegivings. He and Nada had a pretty colourful and tempestuous life together,’ he says, thinking wryly how that must be the understatement of the year. A Russian princess, Nada shrugged off scandal and her unconventional outlook is just one of the reasons Philip loves her.

‘They were wonderful to me,’ is all he tells Elizabeth, whose knowledge of sex is, he guesses, limited, to say the least. ‘I spent most of my half-terms with them, which is why David and I are so close.’

‘You still saw your family, though?’

‘Oh, yes. I’ve got relatives all over Europe, so we’d have big family meet ups with my sisters and my father, and various uncles and aunts and cousins. I never knew where I’d be spending the holidays. Someone would write and tell me to get myself to Wolfsgarten or Panker or Bucharest or wherever and I’d pack my trunk and catch a train.’

‘You must have been a very self-reliant child,’ Elizabeth comments.

He shrugs. ‘I thought it was normal, just like your childhood was normal for you. And those holidays were always fun, with everyone descending on a particular relative, and various cousins to play with. We had no shortage of places to stay and it’s not as if there wasn’t plenty of room. You know what those palaces and castles are like.’

‘No, I don’t.’ The sleet has eased at last and Elizabeth knuckles the wet from her cheeks. ‘I’ve never left the country. Balmoral is the furthest I’ve been.’

Philip is taken aback. He knew their experiences have been different, but not quite how different. ‘Oh … I suppose not,’ he says. He might envy Elizabeth her family, but how stultifyingly decorous and boring her childhood must have been, shuttling between Windsor, Buckingham Palace, Balmoral, and Sandringham, always surrounded by deferential courtiers.

‘So what are they like, these places?’ she asks.

‘Huge,’ says Philip briefly. ‘Most of them would make Buckingham Palace look cosy.’

‘Really?’ Elizabeth laughs in disbelief. ‘We always used to joke that you need a bicycle to get around BP.’

‘Wolfsgarten is the same. Some of the palaces are pretty dilapidated, too. I used to go and stay with my cousin Helen because Michael, her son, is more my age, and we had lots of good times there. He became King of Romania when he was five, though of course that didn’t mean much to us then. He was just a playmate. They had a crumbling palace near Bucharest but when it was very hot in the summer we used to like going up to Peles Castle at Sinaia in the Carpathian Mountains. It’s like something out of a fairy story, all turrets and towers and courtyards. Michael’s grandmother told the most marvellous stories in her bedroom. I always called her Aunt Missie, and if we were naughty, we weren’t allowed to go and say goodnight to her and hear a story. It was the worst punishment!’

He smiles at the memory and then breaks off, realising he has been running on. ‘Sorry. There’s nothing worse than someone rabbiting on about people and places you don’t know.’

‘I like hearing about your childhood,’ Elizabeth says. ‘It’s so different from mine. Go on. Where else did you go?’

‘Well, my sisters and I spent a few holidays near Le Touquet when I was younger with the Foufounis family. Like mine, they’re Greek émigrés and I was great friends with their children, Ria, Ianni and Hélène. They had a terrifying Scottish nanny they called Aunty.’ He smiles reminiscently. ‘Ianni and I used to get into all kinds of trouble.’

His memories of Berck Plage are muddled now, he finds. Dusty tracks. Sand between his toes. The weight of Madame Foufounis’s Persian rug on his shoulder when he and Ianni had the grand idea of pretending to be carpet salesmen like the Arabs on the beach. Poor Ria, up to her hips in plaster. The sinking feeling that followed the smash of a vase, knowing Aunty was rolling up her sleeves to deliver a sound spanking. Philip preferred his spankings from Nanny Roose, who was firm but fair.

‘And then there was Panker, the Hesses’s summer house on the Baltic Coast. There were always lots of us there too, a mass of children running around. We spent all day on the beach. I just remember miles of white sand and glittering water and a huge, windy sky and this marvellous light …’