W. and I went together to the Mansion House, Tuesday, to pay a farewell visit to the Lady Mayoress, who was receiving formally with music, tea, and quantities of people. The Lord Mayor appeared too when he heard we were there, and was quite pleased when W. said how gratified and touched he had been by the banquet and the universal expression of regret at his departure. The Lord Mayor said to him, "You can't find any warmer friends, Ambassador, in France than those you are leaving here, but I quite understand that a man can't live long out of his own country." We had just time to get back to the Embassy, dress, and start for Windsor, where we dined: our last stay in the yellow rooms. The dinner was almost entirely Royal--the Empress Frederick, Prince and Princess Christian, Prince and Princess Henry of Battenberg, Duchess of Connaught, del Mazo, the Spanish Ambassador, I the only other lady. The cercle was not long--I thought the Queen looked tired. She sat down at once; said she wouldn't say good-bye, as she hoped to see me once more at Buckingham Palace. She said at her age she rather dreaded saying good-bye, also seeing new faces, and she was very sorry we were going. "Who comes to replace you?" I said I thought nothing was yet decided. I talked some time to the other Princesses after the Queen had congedied me. The Empress was as usual charming, and said, "I am afraid we sha'n't meet again often, Mdme. Waddington, you won't cross to Berlin, and I can't go to Paris, but that isn't my fault. I think we shall have to meet in Italy, where I first had the pleasure of seeing you." The end of the evening we spent as usual in the drawing-room with the "household." I had quite a talk with Prince Henry, who is very good-looking and attractive. We left the drawing-room about eleven--W. going as usual to smoke, and I to my rooms. I sat some time in front of the fire in the beautiful little yellow drawing-room wondering if I ever should see it again, and going back to our first Windsor visit, when all was so new and strange to me. I wonder where we shall be this time next year, and if we shall settle down easily to our quiet life in France. W. came in rather late from the smoking-room: he said all the men were so nice to him, and seemed really sorry he was going; also were very anxious to know if he wasn't sorry himself.