Well we know for sure that he had a child with Douglas Howard Sheffield, sister to Charles Howard baron Effingham. The son was named Robert Dudley as well and was born 7 Aug 1574 which was well after Amy Robsart's death and 4 years before his marriage to Lettice Knollys Devereux widowed countess of Essex. Although both parents during Leicester's lifetime denied that there had ever been a promise of marriage (which would have made their son legitimate - see phd historian's post on the Henry VII's bedding of his wife Elizabeth) after Leicester's death, Douglas either decided on her own to claim a formal relationship had existed or was coerced to do so by this son as he tried to sue for legitimacy.He gave up and by 1606 had moved to Italy where he assumed the title earl of Warwick and by 1620 had convinced Emperor Ferdinand II to acknowledge him as duke of Northumberland. It's all a very romantic story made more so by the tale that his girlfriend (and first cousin once removed) disguised herself as a page to elope with him to the continent. She had been a maid of honour to Elizabeth in 1599. There is a remarkable letter from Leicester to 'a lady' in which he says how much he respects her but that she should break off their relationship and remember that he never promised anything permanent. I think Stone wrote it up as an article available through JSTOR but I don't have the reference handy. There's an excerpt in Adams'Oxford Dictionary of National Biography article about Douglas. Their relationship was publicly acknowledged at court with a few stray references calling her his wife. Shortly after Leicester married Lettice, Douglas married Edward Stafford and went with him to France as an ambassador's wife where she became close to Catherine D'Medici.It is likely that Leicester had other affairs. For awhile Douglas was in competition for Leicester's favours with her sister Frances Howard. He was physically fit, good-looking, powerful and well off - a lethal combination.PS - Douglas's unusual first name is assumed to indicate that her godmother Margaret Douglas countess of Lennox named her. It is unclear why her last name instead of her first was used.
As far as I know Robert Dudley did not have a misstress.Robert Dudley was married three times during his life first to a lady named Amy Robsart who he married in 1550 but ended in 1560 with Amy's death then he remained single for 11 years then in 1571 went on to marry lady Douglas Howard of sheffeild this marriage lasted until 1578 then last of all he was married to Lettice knollys a maid to Queen Elizabeth I.1578 to 1588. I know that Elizabeth and Dudley were friends from childhood and as they grew up the lady Elizabeth developed a liking for him but from the age of eight she told him and vowed she would never marry and she kept her word but he was one of the queen's favourites. So if the Earl of leicester did have a misstress of any kind it was probably lady Elizabeth Tudor.
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