After that she talked to them about Juan; she told them of how she had thought she was going to die when her ship had been almost wrecked. There was no more talk of Amboise. She went over everything that had happened since her arrival in Spain; she could not talk enough of the wedding, of the celebrations, of their triumphal journey across Spain to Salamanca.

Catalina rejoiced and Maria brightened; they looked forward to those times which they spent together.

‘Whatever happens,’ said Catalina to Maria, ‘however evil our fate may seem, something good will come. Look at Margaret. Juan was taken from her; but she is to have Juan’s child.’

That was a very comforting philosophy for Catalina; she cherished it.

Now there was less talk of Juan’s death; everyone was awaiting the birth of Juan’s son.

‘It will be as though he lives again,’ said the Queen. ‘I shall feel fresh life within me when I hold my grandchild in my arms.’

Ferdinand talked of the child as though it were a boy.

‘Please let it be a boy,’ prayed Catalina. ‘Then my mother will be happy again.’

It was an ordinary enough day. Margaret had sat with Catalina and Maria at their sewing and they had talked of the baby, as they did continually now.

‘He will soon be with us,’ Margaret told them. ‘How I shall welcome him. I do assure you I do not greatly care to be seen in this condition.’

Maria looked shocked. She thought that it was tempting God and the saints to talk in such a way; but Catalina knew that it was only the Flemish manner and not to be taken seriously.

Margaret had put her hands on her bulging body and said: ‘Oh, he is a sly one. He is very quiet today. Usually he kicks me to warn me that he will not long stay imprisoned in my body.’

Then she laughed and, although perhaps it was a shocking subject, Catalina rejoiced to see her so gay.

They chatted about the child and the clothes and the cradle which were being prepared for him; and the fêtes that would take place to celebrate his birth. They grew quite merry. It was an ordinary pleasant day.

Catalina did not know when she first became aware of the tension in the Palace. She, who loved her home perhaps more dearly than any of the others, was always conscious of its moods.

What was it? An unexpected quietness, followed by more activity than usual. Grave faces. Whisperings.

She went to the sewing room. Maria was there but Margaret was not.

‘What has happened, Maria?’

‘It is the baby.’

‘But it is too soon. They said …’

‘It has come nevertheless.’

Catalina’s face broke into a smile. ‘How glad I am. The waiting is over. I wonder when we shall see it, Maria.’

Maria said slowly: ‘It is not good that it should come before its time.’

‘What do you mean?’

‘I don’t quite know. But I think they are worried about it.’

The girls sat silently sewing, alert for every sound.

Then suddenly they heard a woman sobbing. Catalina ran to the door, and saw one of the attendants hurrying through the apartments.

‘What has happened?’ she cried.

But the woman did not answer; she stumbled blindly away. Terrible misgivings came to Catalina then. Was yet another tragedy to befall her family?

Catalina stood at the door of her mother’s private apartment.

‘The Queen is not to be disturbed,’ said one of the two attendants who guarded the door.

Catalina stood desolate.

‘I must see my mother,’ she said firmly.

The attendants shook their heads.

‘Is she alone?’ asked Catalina.

‘That is so.’

‘She is mourning the dead baby, is she not? She will want me with her.’

The attendants looked at each other and, taking advantage of their momentary inattention, Catalina calmly opened the door and walked into her mother’s apartment. The attendants were so astonished that the little Princess, who was usually so decorous in her behaviour, should do such a thing, that the door was closing on her before they realised what had happened.

Catalina sped across the room to that small antechamber where she knew her mother would be kneeling before her altar.

She went in and quietly knelt beside her.

The Queen looked at her small daughter, and the tears which before had remained unshed began to flow.

For a few minutes they wept in silence and prayed for strength to control their grief.

Then the Queen rose to her feet and held out her hand to Catalina.

‘I had to come to you,’ cried Catalina. ‘It was not the fault of the attendants. They tried to stop me. But I was so frightened.’

‘I am glad you came,’ said the Queen. ‘We should always be together in sorrow and in happiness, my darling.’

She led Catalina into the main apartment and sat on her bed, drawing her daughter down beside her. She smoothed the child’s hair and said: ‘You know that there is no baby.’

‘Yes, Mother.’

‘It never lived. It never suffered. It was born dead.’

‘Oh, Mother, why … why when it meant so much to us all?’

‘Perhaps because the shock of its father’s death was too much for its mother to bear. In any case – because it was the will of God.’

‘It was cruel … cruel.’

‘Hush, my dearest. You must never question God’s will. You must learn to accept with meekness and fortitude the trials He gives you to bear.’

‘I will try to be as good and strong as you are, Mother.’

‘My child, I fear I am not always strong. We must cease to grieve. We must think of comforting poor Margaret.’

‘She will not die?’

‘No, we think she will live. So you see it is not all tragedy. As for me, I have lost my son and my grandchild. But I have my daughters, have I not? I have my Isabella who may well give me a grandchild before long. I have my Juana who I am sure will have children. Then there is my Maria and my little Catalina. You see I am well blessed with many cherished possessions. They will bring me such happiness as will make up for this great tragedy I have suffered.’

‘Oh, Mother, I hope they will.’ Catalina thought of her sisters: Isabella who had dreamed she heard the voices cursing in her dreams, Juana, whose wildness had always caused the greatest anxiety. Maria? Herself? What would happen to them?

In the Brussels Palace Juana heard the news from Spain. It came in an affectionate letter from her mother. A terrible tragedy had befallen their House. The heir had died only a few months after his marriage, and all their hopes had been centred on a child of this union who was stillborn.

‘Write me some good news of yourself,’ Isabella begged her daughter. ‘That will do more than anything to cheer me.’

The letter fluttered from Juana’s hand. The troubles in Madrid seemed far away, and she had almost forgotten that she had ever lived there, so completely absorbed was she by the gay life of Brussels.

This was the way to live. Here balls, banquets, dancing, festivities were what mattered. Philip implied this and Philip was always right.

Juana could not think of her handsome husband without being overcome by many mingling emotions. Chief of these was her desire for him; she could scarcely bear to be absent from him and, when she was in his presence, she could not keep her eyes from watching him or her hands from reaching out to touch him.

This had amused him in the beginning. He had quickly initiated her into the erotic experiences which made up the greater part of his life, and she had followed eagerly, for everything that he did seemed wonderful and she was eager to share in it.

Some of her retinue who had come with her into Flanders warned her. ‘Be a little more discreet, Highness. Do not be over eager for his embraces.’