'I don't think QV would have been too upset about Thyra having given birth to an illegitimate daughter.'
Oh, I don't know. Women having illegitimate children was something that verged on depravity in Victorian Britain. It was possible for a upper-class woman who was already married to get away with having a child that was not her husband's, provided the husband was prepared to accept it, but not a child wholly outside marriage. My paternal grandmother married her first husband in 1906, three months before the birth of her first child, and was considered practically a fallen woman by her family thereafter. By the time my father arrived in 1928, my grandmother had been widowed and married again, but as a boy he picked up a sense that his mother still wasn't considered 'quite the thing' by some of the relations!
Ann