Lady Mosley wrote to her sister, the Duchess of Devonshire, after the death of the Duke of Windsor, "probably the theory of their contemporaries that Cake was rather in love with him (as a girl) & took second best, may account for much."
Lady Mosley escribiu á súa irmá, a duquesa de Devonshire, trala morte do duque de Windsor, "probablemente a teoría dos seus contemporáneos de que Cake estaba máis ben namorada del —como unha nena— e levou ao segundo mellor, pode explicar moitas cousas".