A scandalous Edwardian love triangle saw the king’s brother in love with a married woman, while he was married himself. Prince Arthur, the Duke of Connaught, was the seventh child of Queen Victoria and Prince Albert, born in 1850.

He married Princess Louise Margaret of Prussia, the daughter of Prince Frederick Karl and a great-niece of the German Emperor, Wilhelm I, in 1879.

Together, the couple had three children: Princess Margaret, Prince Arthur, and Princess Patricia. But 20 years into their marriage, another woman caught his eye - Leonie, Lady Leslie.

She was the daughter of an American financier and the sister of Jenny Churchill, the mother of Winston Churchill. Leonie was already married to Sir John Leslie, 2nd baronet, an army officer and landowner with whom she had four children.

Biographer Noble Frankland wrote: “As an American, she was untarnished by the staleness of British etiquette. She was gifted and amusing, and married to a husband who could scarcely be described as anything more than ordinary.”

Arthur and Leonie met at a party in Ireland, where she lived with her husband, and the pair fell madly in love. “He thought of her by day, and dreamt of her by night,” wrote Frankland.

“He relied on her for the advice and encouragement, and the Duchess, too, was increasingly depending on Leonie for advice and friendship.

“In fact, it was the Duchess who made the relationship between Prince Arthur and Leonie into a triangle of intimate friendship embracing all three.”

Though “unusual”, Arthur’s wife Louise is said to have been “as enchanted” with Leonie as her husband was. Leonie’s granddaughter Anita Leslie wrote: “For decades Leonie ruled the Duchess, and ran the Duke.”

Some historians think Louise was not enamoured with Leonie but was desperately trying to save her marriage. She would write pleading letters to her husband’s mistress begging her not to leave them.

She wrote to Leonie admiring “your kindness, unselfishness, and goodness—and your power of self-denial, which makes the foundation of all that is good and true”.

The women wrote to each other so frequently that Arthur reportedly began to believe Leonie loved his wife more than she loved him.

When the Royal couple travelled to India to represent the crown, Arthur made Leonie his wife’s lady-in-waiting and her husband his aide-de-camp. Arthur would go on to call the time “the highlight of (his) life”.

In the years following, Leonie and Arthur were separated and Louise died. But despite their physical distance, Arthur wrote to his former mistress.

He sent her hundreds of love letters, which were destroyed after his death on the order of his grandnephew, King George VI. Leonie died just a year later.