IT WAS OF COURSE on Christmas Eve, with snow falling and the night skies quiet, that Colville first heard a rumor that his beloved Gay Margesson had become engaged to Nicholas “Nicko” Henderson, who, decades later, would become Britain’s ambassador to America. Colville pretended not to care. “But it gave me a pang and worries me, even though I am fairly confident Gay will take no sudden leap—she is much too indecisive.”
