No doubt its major investigation unit could compete with the best in Manchester, say, or Edinburgh or Belfast, but as a county in general it had a reputation as slow and steady. Which was exactly how she liked it. Still, Bloomfield’s intention was a good one, if slightly misplaced.

‘Not for me. For his family,’ she said. ‘And for the sake of justice. Thank you, Chief Constable.’

She arranged for him to be looked after by the kitchen staff before heading off to his wife’s carol concert. The investigation sounded as if it was in good hands, which was where she wanted it to stay. Finally, she could focus on her own family, who would be wondering what on earth had happened to her.

In the festive drawing room, the recent arrival of Charles and Camilla meant that the family, such as it was this year, was complete. Those who were there soon fell into familiar patterns, built up over many years and generations. Outside, the traditional football match was already underway against the local village of Castle Rising, the Sandringham team of staff and groundsmen captained by Harry in William’s absence. Indoors, the little ones gathered around the Christmas tree to hang the decorations that were set out for them in ancient cardboard boxes, some of which dated back to Queen Victoria, watched over by the painted pheasant on the drawing room ceiling. The Queen was content to observe from a nearby chair, sipping a hot tea and lemon and giving suggestions for where choice ornaments should go.

Anne came to sit beside her.

‘Mummy, I’m so sorry.’ Her tone was sombre.

‘You must be feeling awful.’

‘I wasn’t.’ For a pleasant half-hour, filled with children’s chatter, the Queen had managed to put it from her mind.

‘Did you hear that Astrid’s gone missing too?’

‘Who’s Astrid?’ the Queen asked.

‘Ned’s girlfriend . . . fiancée. Moira Westover’s girl.’

‘Oh, I see. How dreadful. How do you know?’

‘It was on the radio,’ Anne explained. ‘We heard a news update as we were driving down. She was the one who reported Ned missing a week ago.’

‘Oh, dear,’ the Queen sighed. The chief constable hadn’t mentioned it. Another complication. She thought of the Westover family. It was awful enough trying to deal with a difficult emotional situation, but to do it in the public eye made it more distressing. She knew better than anyone how that felt.

Presents were opened after tea, in the German tradition, preserved since Prince Albert’s day. Four generations of royals gathered in the drawing room, in suits and smart dresses (there were more costume changes at Sandringham than during a busy West End performance). The early winter darkness emphasised the cosiness of a room lit by candles, lamps and a galaxy of fairy lights on the tree.

There was a great air of anticipation as the youngest children ceremoniously handed out parcels from the laden trestle tables. Not that any of the adults were expecting high-tech gadgets or vintage watches. The children’s presents tended to be traditional and generous, but the rest of the family had long since learned that when you sit in a room surrounded by antique Venetian fans and one of the best Fabergé collections in the world, where the hostess has recently been presented with a life-size statue of one of her favourite racehorses, you couldn’t hope to compete. Or rather, the competition was quite a different one: to see who could be the most entertaining on a budget. The winner (and the family were competitive to a fault, so there was usually a winner) was the one who came up with the best joke.

Last year’s present from Catherine to Harry, a grow-your-own girlfriend kit, had been a particular hit. Harry himself was a master when it came to cheeky presents. The Queen greatly enjoyed the ‘Ain’t Life A Bitch’ shower cap he had given her. He admitted that this time he had bought William a bald wig with an inch of hair fuzz around the edges, and was hugely disappointed not to get to see him open it.

Catherine’s grow-your-own present to Harry would not have worked this year. His very-much-real girlfriend was in Canada working on her TV series, so he was here on his own, but he was so obviously in love it was cheering just to look at him. The tips of his ears turned pink whenever her name was mentioned. William would inevitably have teased him mercilessly about her, as an elder brother’s right, so perhaps it was easier in that way at least that he wasn’t here.

The Queen appreciated Harry’s latest present to her, which was a floppy waxed fishing hat designed to make her look like a famous lady detective from the television. ‘You’re the spitting image,’ he assured her. But actually, it was also very practical for bad weather, and reminded her pleasantly of her mother, who had a whole collection of hats such as these.