Yesterday we were at Windsor to dine and sleep. The party was small--Staal, the Russian Ambassador, Lord Hartington, Sir Frederick Leighton, Lord and Lady Curzon, Countess Perponcher and Count Seckendorff in attendance on the Empress Frederick, and of course the regular members of the Queen's Household. Lady Antrim was in waiting. We assembled as usual in the long corridor close to the door by which the Royal party entered. We were all in black, as the Empress was there. The Queen and the Empress came in together. The Queen shook hands with me and the two Ambassadors--the Empress with me only, bowing to the others. She is still in deep mourning--her dress black (woollen stuff of some kind) covered with crepe, and a crepe veil arranged in a point, or sort of Mary Stuart cap, on the top of her head, and falling behind to the edge of her skirt. The corsage was a little open, and she had a splendid necklace of pearls, also a miniature of the Emperor Frederick set in diamonds fastened on the front of her bodice. The dress was very becoming--she looked very stately and graceful as she walked through the corridor. She gave her arm to the Queen, and they walked in first to the dining-room, the Empress sitting next to the Queen on her right. W. followed with Princess Beatrice, sitting on the Queen's left; Staal with Princess Margaretta, and sat on the right of the Empress. Lord Hartington took me. The Queen talked a great deal to W.--the Empress joined in occasionally. They were both much interested in the Protestants in France, and wanted to know if the feeling was as strong as in the old days of Huguenots and Catholics. I think there is a very strong feeling, and it is rare when a French Protestant marries a Catholic--rarer still when they become Catholics.