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When Charles II died in 1685, Anne’s father became King James II of England and Ireland and also King James VII of Scotland. To the consternation of the English people, James began to give Catholics military and administrative offices, in contravention of the Test Acts that were designed to prevent such appointments.

Anne shared the general concern, and continued to attend Anglican services. As her sister Mary lived in the Netherlands, Anne and her family were the only members of the royal family attending Protestant religious services in England. When her father tried to get Anne to baptise her youngest daughter into the Catholic faith, Anne burst into tears. “The Church of Rome is wicked and dangerous”, she wrote to her sister, “their ceremonies—most of them—plain downright idolatry.” Anne became estranged from her father and stepmother, as James moved to weaken the Church of England’s power.

In early 1687, within a matter of days, Anne miscarried, her husband caught smallpox, and their two young daughters died of the same infection. Lady Rachel Russell wrote that George and Anne had “taken [the deaths] very heavily … Sometimes they wept, sometimes they mourned in words; then sat silent, hand in hand; he sick in bed, and she the carefullest nurse to him that can be imagined.” Later that year, she suffered another stillbirth.

Public alarm at James’s Catholicism increased when his wife, Mary of Modena, became pregnant for the first time since James’s accession. In letters to her sister Mary, Anne raised suspicions that the Queen was faking her pregnancy in an attempt to introduce a false heir. She wrote, “they will stick at nothing, be it never so wicked, if it will promote their interest … there may be foul play intended.” Anne had another miscarriage in April 1688, and left London to recuperate in the spa town of Bath.

Anne’s stepmother gave birth to a son, Prince James Francis Edward on June 10, 1688, and a Catholic succession became more likely. Anne was still at Bath, so she did not witness the birth, which fed the belief that the child was spurious.

Anne may have left the capital deliberately to avoid being present, or because she was genuinely ill, but it is also possible that James desired the exclusion of all Protestants, including his daughter, from affairs of state. “I shall never now be satisfied”, Anne wrote to her sister Mary, “whether the child be true or false. It may be it is our brother, but God only knows … one cannot help having a thousand fears and melancholy thoughts, but whatever changes may happen you shall ever find me firm to my religion and faithfully yours.”

To dispel rumours of a supposititious child, James had 40 witnesses to the birth attend a Privy Council meeting, but Anne claimed she could not attend because she was pregnant (which she was not) and then declined to read the depositions because it was “not necessary”.