In his history of Lady Jane Grey (The Nine-days’ Queen), the author pointed out that the legends as to any intimacy or love-making having ever existed between Lady Jane and her cousin King Edward VI, are absolutely apocryphal. Although at one time the Lord Admiral Thomas Seymour actually suggested that, in the event of the engagement between Edward and the Queen of Scots failing, the Lady Jane Grey should be proposed as queen consort, the young people do not seem to have come much in contact; and despite that the Duke and Duchess of Suffolk and the Lady Katherine were in London very frequently during the reign of Edward VI, there is no record of the Lady Katherine having been to her cousin’s court, not even on the occasion when her sister Jane figured rather prominently at the revels given in honour of the queen dowager of Scotland, when she passed through London on her way northwards. Katherine was probably too young; but there is a touching record extant, proving that, notwithstanding a slight disparity in age (only two years, however), a great affection existed between Lady Jane Grey and her sister.
On Whit-Sunday (probably May 21) 1553, the day on which Lady Jane became the bride of Lord Guildford Dudley, Katherine was married, or rather, contracted—she was only thirteen years old at the time—to Henry, Lord Herbert, eldest son of the Earl of Pembroke, who was just a little over nineteen. After the ceremony (it was no more than a ceremony), the very youthful “bride” lived, according to custom, under her father-in-law’s roof at Baynard’s Castle, the ancient palace on the Thames, within the walls of which Pembroke proclaimed his allegiance to Mary on the last day of Queen Jane’s reign. Lady Katherine, unlike her sister Jane, was not blessed (or cursed) with a mother-in-law, for Anne Parr, only sister of Queen Katherine Parr and mother of Lord Herbert, had died some months before her son’s marriage and her husband’s accession to the rank of earl. The young “bride’s” father-in-law, however, must have been the reverse of a pleasant companion—his selfishness, craft, and brutality, like his enormous wealth, were common talk. When he expelled the abbess and nuns from the royal abbey of Wilton, which had been bestowed upon him by Henry VIII, he is said to have struck some of them with his whip, exclaiming, “Go spin, ye jades, go spin!” Like the majority of his peers, indeed, he was a staunch Protestant under Edward VI, a “Janeite” for something near nine days, and, when Mary came to the Throne, so fervent a Catholic that he actually invited the nuns of Wilton to return to their old home, and stood bareheaded as they filed into it in his presence.
Lady Katherine Grey was still at Baynard’s Castle during the whole of the last days of the tragic existence of her unfortunate sister, and was not, as usually stated, at Sheen. The more minute details of what had befallen Lady Jane may have been spared her; but surely she must have been acquainted with the general outline of what was happening to her father and mother and to the victim of their ambition, the “Nine-days’ Queen.” There is no evidence, however, that during the time Lady Jane was on the Throne, Lady Katherine Grey ever entered the Tower, and she certainly never saw her sister again; but she was remembered by her in one of the most exquisite letters of the period.[57] The letter runs as follows:—
“I have sent you, good sister Katherine, a book [i.e. the Testament], which, though it be not outwardly trimmed with gold, yet inwardly it is of more worth than precious stones. It is the book, dear sister, of the laws of the Lord; it is His Testament and last Will, which He bequeathed to us poor wretches, which shall lead us to the path of eternal joy; and if you, with good mind and an earnest desire, follow it, it will bring you to immortal and everlasting life. It will teach you to live—it will teach you to die—it will win you more than you would have gained by the possession of your woeful father’s lands, for if God had prospered him ye would have inherited his lands.
“If ye apply diligently to this book, trying to direct your life by it, you shall be inheritor of those riches as neither the covetous shall withdraw from you, neither the thief shall steal, nor the moth corrupt. Desire, dear sister, to understand the law of the Lord your God. Live still to die, that you by death may purchase eternal life, or, after your death, enjoy the life purchased for you by Christ’s death. Trust not that the tenderness of your age shall lengthen your life, for as soon as God will, goeth the young as the old. Labour alway and learn to die. Deny the world, defy the devil, and despise the flesh. Delight only in the Lord. Be penitent for your sins, but despair not. Be steady in your faith, yet presume not, and desire, with St. Paul, to be dissolved, to be with Christ, with Whom, even in death, there is life. Be like the good servant, and even in midnight be waking, lest when death cometh, he steal upon you like a thief in the night, and you be, with the evil servant, found sleeping, and lest for lack of oil ye be found like the first foolish wench,[58] and like him that had not the wedding garment, ye be cast out from the marriage. Persist ye (as I trust ye do, seeing ye have the name of a Christian), as near as ye can, to follow the steps of your Master, Christ, and take up your cross, lay your sins on His back, and always embrace Him!
“As touching my death, rejoice as I do, and adsist [i.e. consider] that I shall be delivered from corruption and put on incorruption, for I am assured that I shall, for losing a mortal life, find an immortal felicity. Pray God grant that ye live in His fear and die in His love....[59] neither for love of life nor fear of death. For if ye deny His truth to lengthen your life, God will deny you and shorten your days, and if ye will cleave to Him, He will prolong your days, to your comfort, and for His glory, to the which glory God bring mine and you hereafter, when it shall please Him to call you.
“Farewell, dear sister; put your only trust in God, Who only must uphold you.
“Your loving sister,
“Jane Duddely.”
Shortly after the “Nine-days’ Queen’s” execution, the Earl of Pembroke, true to his callous nature, and so as to avoid any suspicion of having supported the fallen cause, forced his son to annul his engagement with Lady Katherine, on the plea that it had been a mere formality, and that the bride had been at the time betrothed to the young Earl of Hertford—a curious statement, certainly, when considered in the light of subsequent events. Camden says that she was officially “divorced,” but this is not probable, there having been no marriage beyond a mere ceremony of contract. It was therefore simply annulled, and the bride, who, according to the custom of the period, had gone to live with her husband’s parents, in order the better to form her future husband’s acquaintance, was sent back to her mother. Strange to say, five years later (March 24, 1559), the Count de Feria wrote to King Philip of Spain stating that “Lady Katherine has been hitherto very willing to marry the Earl of Pembroke’s son, but she has ceased to talk about it as she used to. The Bishop will have told Your Majesty what passed between the Earl of Pembroke and me on this matter.” It is easy to understand that Pembroke, recognizing Katherine’s position in respect to the succession, may have eventually regretted the over-hasty dissolution of his son’s betrothal, and desired that so advantageous a marriage should take place; but why Katherine, at that time engaged to the Earl of Hertford, should have favoured Pembroke’s son, is hard to say, unless she was suddenly temporarily jealous or annoyed with her fiancé, or was simply pretending to approve of Pembroke’s plan, in order to distract attention from her real engagement to the earl, which it was advisable to keep secret.