“Thursday morning, as the King and Queen were going to their chaise through the garden, I told them the Prince had got his watch again. Our farrier’s man had found it at the end of the Mall with the two seals to’t. The Queen laughed and said: ‘I told you before ’twas you who stole it, and now ’tis very plain that you got it from the woman who took it from the Prince, and you gave it to the farrier’s man to say he had found it, to get the reward’. (This was twenty guineas, which was advertised with the promise of no questions being asked.) I took her Majesty’s words for a very great compliment, for it looked as if she thought I could please a woman better than his Highness. Really his losing his watch, and its being brought back in the manner it has been, is very mysterious, and a knotty point to be unravelled at Court, for the Prince protests he was not out of his coach in the park on the Sunday night it was lost. But by accident I think I can give some account of this affair, though it is not my business to say a word of it at Court, not even to the Queen, who desired me to tell her all I knew of it, with a promise that she would not tell the Prince. (And I desire also the story may never go out of Wentworth Castle again.) My man, John Cooper, saw the Prince that night let into the park through St. James’s Mews alone, and the next morning a grenadier told him the Prince was robbed last night of his watch and twenty-two guineas and a gold medal by a woman who had run away from him. The Prince bid the grenadier run after her and take the watch from her, which, with the seals, were the only things he valued; the money she was welcome to, he said, and he ordered him, when he had got the watch, to let the woman go. But the grenadier could not find her, so I suppose in her haste she dropped it at the end of the Mall, or laid it down there, for fear of being discovered by the watch and seals, if they should be advertised.”[93] The Prince also followed his forbears’ example in setting up an accredited mistress. His first intrigue was with Miss Vane (the beautiful Vanilla), daughter of Lord Barnard, and one of the Queen’s maids of honour, who, it was wittily said, “was willing to cease to be one on the first opportunity”. Miss Vane had many admirers. Lord Harrington was one of them, and Lord Hervey declared himself to be another. But Lord Hervey was fond of posing as a gallant, and his testimony on the subject of his conquests is of little worth. Miss Vane had a good deal of beauty, but little understanding, and her levity and vanity led her into a fatal error. About a year after the Prince had come to England she gave birth to a son in her apartments in St. James’s Palace, and the child was baptised in the Chapel Royal, and given the name of Fitz-Frederick Vane, which was, of course, tantamount to explaining to all the world that the Prince of Wales was its father, a fact which the Prince in no wise sought to deny.