Later that same year, they married in London, followed by a religious ceremony at the Church of St Stephen of the Abyssinians in Vatican City. Together, the couple have three sons – Albert, Leopold and Louis – with Albert the first royal to be baptised a Catholic since 1688. ‘It’s very sad, but the couple have been separated for some time,’ a friend of the family told The Daily Mail. ‘Both are very conservative and dislike divorce, so apparently they will never actually get divorced.’Lord and Lady Nicholas Windsor with their children attending a wedding in Germany in 2011 Andreas Rentz/Getty ImagesIndeed, Lady Nicholas Windsor was noticeably absent from her mother-in-law's funeral proceedings, which Lord Nicholas attended alone. In a sign of the respect the Duchess of Kent earned from the royal family, her coffin was transported in the Royal Hearse, designed by Queen Elizabeth II, and draped in the Royal Standard.