Remarkable journey of Margaret Sheila Mackellar

Margaret Sheila Mackellar. Picture: Carl Court

It’s a cold, damp Sunday afternoon in January, low winter sun is struggling to push through the murk and the ground is squelching softly underfoot. It’s just chilly enough, here on the high ground overlooking the glen at Roslin, for a little frost, and the big, beefy horse in the field nearby is breathing out thick clouds of hot, horsey breath.

Even on this unprepossessing afternoon, a respectable crowd has gathered at Rosslyn Chapel, most of them intrigued by the legend of the Knights Templar, keen to see for themselves the famous ornate Apprentice Pillar, alleged to contain the Holy Grail. (It doesn’t. They checked.)

Generations of the St Clair family have been buried here over the last 500 years, but it takes three circuits of the small grounds before I eventually track down the grave I’m looking for: that of Margaret Sheila Mackellar, Princess Dimitri, one-time wife of the wayward Lord Loughborough, eldest son of the fifth Earl of Rosslyn. A society beauty, fashion goddess, friend of the rich, famous and royal, she was buried here in 1969. The small grey slab is surrounded by a low hedge, almost completely hidden by several layers of wet, fallen leaves from the overhanging silver birch trees. The dates carved into the stone – 1895-1969 – are thick with moss. There are no flowers; no sign that anyone has visited to pay their respects and remember this most colourful of women.

In life Sheila was fêted by the press, wooed by celebrities and loved by some of the world’s most eligible men; in death she has been all but forgotten. Those who circled in her orbit, meanwhile – the likes of Rudolph Valentino, Cecil Beaton, Evelyn Waugh, Fred Astaire, Edward and Wallis Simpson, Vincent Astor and Cole Porter – remain colourfully and powerfully evocative figures of the era in which she lived, laughed and loved.

Her family, of course, remember her still. Her son commissioned a pretty stained glass window in the chapel’s baptistry following her death. It features the figure of St Francis of Assisi surrounded by animals. In the bottom left hand corner is a small kangaroo.

“I like that Sheila’s story is quite circular,” says her biographer Robert Wainwright. “It began in Scotland, because her great great grandfather was a Scotsman. He was born to a poor family but had a foster father who was an aristocrat and sponsored him into the army corps. He came out to Australia in 1788 and became a self-made man – he basically took one of the first private plots on Sydney Harbour and created himself from that.

“Sheila came back to Scotland, her ashes were scattered there, and that completed the circle.”

Wainwright, also an Australian, was alerted to the mysterious tale of Sheila Chisholm by a longtime colleague who was reading William Shawcross’s official biography of the Queen Mother. “In it there’s a reference to Sheila and her relationship with the future king of England, Bertie,” he explains. “My friend called me and said, ‘I’ve never heard of this woman, I don’t know who she is, but would you like to find out if there’s anything in it?’”

His research began in newspapers from the early 1900s, scanning the social columns that would keep readers informed of the movements of London and Australia’s well-to-do society. There was her birth notice in the Sydney Morning Herald, announcing a daughter had been born to Harry Chisholm, prominent horse trader. Then, in 1914, when she was 18, this, from the Sunday Times: “Mrs Harry Chisholm and her daughter, Miss Sheila, were among the travellers who left for Europe on Wednesday by the SS Mongolia. They have gone for a tour of Europe and expect to be away for some time. Miss Sheila Chisholm is very popular.”

“I knew rough dates of when she arrived and significant dates of some events,” says Wainwright, “and spent quite a bit of time in the British Library’s newspaper archives. I’d find a reference to a party or a lord and that would lead to another reference.

“I then went to books that others had written. And once I knew she was associated with Evelyn Waugh, for example, I went to find some of the books that were written about his letters. I ended up buying close to 50 books, all for a sentence or two. Also, people wrote letters in those days like we write emails and many women – it was particularly women – kept them.”

That trip from Sydney to Europe – intended to last a few months – ended up being extended indefinitely, initially by the onset of the First World War, making the long journey back to Australia too dangerous, then by Sheila’s marriage to Loughie – Lord Loughborough – whom she met and fell in love with while nursing wounded soldiers in Cairo. She herself summed up the match thus: “He loves me so much and I love him. He is sweet to me and fond of animals; can’t we be engaged? I suppose Loughie was spoiled and perhaps not very reliable but he had a great attraction and such a wonderful sense of humour, and he always made me laugh.”

In hindsight, she was probably wise to be wary. The morning after their wedding, he set off for the races, where he promptly lost a month’s pay, not to mention all the cheques that had been gifted to the couple as wedding presents. It was a pattern the gambling alcoholic was to repeat, to a greater or lesser extent, throughout their marriage. And while they had two sons together and she almost certainly never stopped loving him, their union ended in divorce and Loughie died in 1929, a fragile, damaged man.

Wainwright likens researching Sheila’s story to piecing together shards of information and, understandably, to begin with the St Clair family was reluctant to get involved. “I suppose it’s an unusual request when suddenly some stranger says, ‘I want to write a book about your grandmother,’” he admits.

“Until I got through the first draft, neither the Australian side nor the Rosslyn side was willing to take me on board. Then, once I’d written the first draft, through a friend of mine who happened to know the Earl at school, he agreed to read it. Once he’d done that he said, ‘I’m happy for you to come and meet me and have a look.’”

As a result of that introduction, Wainwright had access to around a dozen photograph albums Sheila had kept and, more importantly, a private memoir she’d written but that had never been published. “What that did,” he says, “was put her into the book because you can hear her own words.”

She was, however, extremely discreet. Her memoirs say very little about Prince Albert, for instance, the man who was to become king following his brother Edward’s abdication and with whom she almost certainly had a long-running affair. She also remains silent on the many parties and balls she attended, and the gossip that must have surrounded them. Sheila straddled two worlds: that of the Bright Young Things, whose evenings of excess were fuelled by alcohol and drugs, and whose antics included forming an impromptu conga line through Selfridges. But she was also an accepted member of the establishment, dining with the likes of Winston Churchill – who described the “calm beauty of her serene brow” – and mixing with the aristocracy. Indeed, her second husband, Sir John ‘Buffles’ Milbanke, was an 11th baronet who wooed her for years. He had to propose five times before she finally capitulated.

“Strangely enough,” says Wainwright, “Sheila really struggled with the notion of being beautiful and alluring. And she didn’t really go into any detail about the nightclubs and the restaurants they went to in the heady days. Those things were largely gleaned from what I found, rather than what she gave.

“Those parties were about circuses or barnyards,” he adds. “They were inventive. I found it fascinating that the Great War, which was devastating, turned society on its head. People’s view was, ‘My God! I survived. I’m going to live every moment I can,’ and life became a party simply because you were celebrating living.

“Whereas after the Second World War, people like Sheila were so tired and downtrodden that what happened afterwards was a lot slower and greyer and life was weary. The 1920s and 1930s were very much isolated by that barrier of war.”

For that briefest period of time, the press couldn’t get enough, poring over every detail of Sheila’s dress and habits. “One of the smartest women at Cowes this year is the Australian beauty, Lady Sheila Milbanke,” one publication gushed. “She goes stockingless most of the day, and, like most of the smart younger set, sports a jaunty white beret in preference to other hats.” So it seems hard to believe that, only a couple of generations on, she has almost disappeared from public consciousness.

“I think that’s the nature of celebrity,” reasons Wainwright. “Even though we think there’s great controversy about media coverage now, there always has been. In her heyday, in the 1920s and 1930s, even when she got ill, they’d sometimes write about her: ‘Lady Loughborough is ill’, or ‘Lady Loughborough is well.’ And she wasn’t the only one. But by the  time she’d died in 1969, all the people who’d written about her  were either dead or retired themselves so the people who ran newspapers wouldn’t have remembered her.

“Sheila was more than simply a celebrity,” he argues. “She was a great role model in terms of charity work and contributions to nursing during wartime.”

Her main legacy, he says, was  in organising the Derby Ball, raising money for the Great Northern Hospital at a time when there  was no National Health Service. “This was the grandest, biggest  event in London’s history and  was held mainly at the Albert  Hall. Thousands would come. She did it every year for 13 years and raised millions of pounds for the hospital.”

All that was to change, however – the parties and the dressing up and the living in the moment – just five days into the Second World War, when her youngest son, Peter, was killed during RAF training. Then, as the war came to a close, she lost Buffles too – even though their marriage was all but over by this time. Both men are buried at Rosslyn – as is Loughie – which meant returning to Scotland would, for her, always be tinged with sadness.

She remained single for some time afterwards, declaring “wedding bells are all bunk,” and focused instead on establishing a successful travel agency business (which she eventually sold to Forte in 1967). But in October 1954, at the age of 59, she was married for a third time, to Dimitri Romanov, an exiled Russian prince who had fled the Bolshevik Revolution at the age of 17. Theirs was as much a marriage of companionship as it was of love, says Wainwright.

“There are several things I loved about Sheila,” he adds, “but one of them is that, if you look at the photographs in the book, and most of these come from her own albums, they are like selfies. And they’re not all about being beautiful. In some of them she’s in her pyjamas. In one of my favourites, she’s at a fancy dress party in Florida in 1922 and she looks like Robert Smith from The Cure. So she either had a great, quiet self-confidence in who she was, or she just dismissed this notion that you have to be ‘dressed’ all the time. She wasn’t a vain person.

“Also, if you take away the glamour, what you find is the story of an ordinary woman who faces the extraordinary challenges of searching for love, of relationships, of parenthood, of being herself.”

There is a melancholy element to the book, a feeling that, despite everything she must have had, Sheila was still searching for something else; something just out of reach. “I think she must have always been conflicted about what side of the world she was on. I can get home in a day,” says her biographer, “it took her six weeks. Both parents died on the other side of the world while she wasn’t there. So I suspect that what was running through her was this notion of where does she belong and where does she actually want to be? She must have been torn. Even as a child, she was torn between wanting to be a boy to fit in with other people, but also she loved the notion of being feminine, of poetry and those kinds of things.”

Her legacy, then, may not be something physical but rather her independence of spirit, and the willingness to be who she was despite the constraints of the times she lived in. “In all the media clippings, she was invariably represented as ‘the Australian’,” says Wainwright, “and it wasn’t in a derisory way; it was as if that fitted her and was part of her identity. She was exotic and she was different and she was rare in English society.”

Sheila by Robert Wainwright is published on Thursday by Allen & Unwin, £14.99.