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Family: Ducky was the daughter of Alfred, Duke of Edinburgh and Saxe-Coburg and Grand Duchess Marie Alexandrovna of Russia. She therefore had two illustrious grandparents: Queen Victoria and Tsar Alexander II.

Famous for: Her prowess as a horsewoman, her scandalous divorce, and her position in the crumbling House of Romanov in 1917.

At the time of Ducky’s birth, her father was serving in the Royal Navy. Her childhood was spent at various naval bases and in a rented house, Eastwell Park, in Kent. She and her siblings also travelled with their mother to her native Russia, where Ducky fell in love with one of her cousins, Cyril Vladimirovich Romanov.

Queen Victoria, always planning advantageous marriages for her grandchildren, thought the Romanovs too foreign for consideration. The husband she chose for Ducky was another cousin, Grand Duke Ernest of Hesse. He and Ducky were married on 19 April 1894.

Ernest was a reluctant bridegroom, and on the day of the wedding, his sister Alix rather stole the couple’s thunder by announcing her own engagement, to Tsesarevich Nicholas, soon to be Tsar Nicholas II. The marriage of her sister-in-law to the next Russian Emperor was to shape much of Ducky’s future life.

Cyril Vladimirovich was aware of Ducky’s feelings for him and reciprocated them, but he held out no hope for their future. He was a serving officer in the Russian Navy, travelling the world. She was married to Ernest, and divorce was unthinkable.

To the amazement of those who knew Ernest’s sexual preferences (it was common knowledge that he was attracted to men), Ducky became pregnant. Their daughter, Elisabeth, was born in March 1895, and Ernie proved to be a besotted father.

Nevertheless, Ducky’s misery and loneliness in the marriage prompted her to beg Grandma Queen for permission to divorce – her plea was denied.

On 22 January 1901, Queen Victoria died. Freed of her grandmother’s iron rule, Ducky left Ernest and demanded a divorce. Cyril, all too aware of the ramifications of marrying a divorced cousin, kept a low profile. Ernie’s sister Alix, now Empress of Russia, was appalled by the divorce and the insinuations about her brother’s sexuality. She became Ducky’s avowed enemy.

In autumn 1903, tragedy struck: Ducky and Ernie’s eight-year-old daughter died of typhoid. Ducky’s grief finally brought Cyril to her side. They were married, quietly and without the tsar’s permission, on 8 October 1905.

Empress Alix’s revenge was swift: Cyril was stripped of his title, expelled from the navy, and banished from Russia.

Ducky and Cyril began their married life in happy exile in Paris. Two daughters were born – Masha in 1907, and Kira in 1909.

In Russia, Tsar Nicholas was beginning to feel isolated. His brother, Grand Duke Michael, had also been banished for marrying a divorcee. Cyril’s father, a pillar of the Romanov family, was dying, and the young tsesarevich, Alexis, was stricken with haemophilia.

Nicholas invited Cyril to return to Russia and bring with him his wife and young family. Overnight Ducky became the Grand Duchess Victoria Feodorovna.

But time failed to soften Empress Alix’s antipathy to Ducky. Even as civil unrest intensified and the tsar became increasingly beleaguered, the Imperial family kept their distance.

When war broke out August 1914, Ducky formed an ambulance unit and travelled with it to the Polish front.

At the end of 1916, following the murder of the Empress’s controversial favourite, Grigori Rasputin, the Romanov dynasty began to splinter. Some believed Tsar Nicholas could be persuaded to make reforms, while others felt it was a lost cause.

Ducky’s husband was one of the first to declare himself. In March 1917, after a mutiny at the Kronstadt garrison, Cyril broke with the tsar and pledged allegiance to the new government.

As the Revolution gathered momentum and the prospects of the Romanovs became clear, Cyril and Ducky (40 years old and heavily pregnant with her third child) escaped to Finland. They spent the rest of their lives in exile, principally in France, where Cyril continued to use his imperial title and to plot for the eventual restoration of the Romanov monarchy.

In late January 1936 Ducky was in Germany at a granddaughter’s christening when she suffered a stroke. She died just over four weeks later, and was buried in her family vault in Coburg. Cyril survived her by less than three years.

The torch of restoration passed to their son, Vladimir, born in exile in Finland, and is still carried today by his daughter, Grand Duchess Maria Vladimirovna.

Laurie Graham is a historical novelist and journalist. Her novel about Ducky, The Grand Duchess of Nowhere, is published by Quercus. To find out more, visit www.lauriegraham.com.