In a speech on 24 November 1992, to mark the 40th anniversary of her accession, Elizabeth called 1992 her annus horribilis, meaning horrible year. Republican feeling in Britain had risen because of press estimates of the Queen's private wealth—which were contradicted by the Palace—and reports of affairs and strained marriages among her extended family. In March, her second son, Prince Andrew, and his wife, Sarah, separated; in April, her daughter, Princess Anne, divorced Captain Mark Phillips; during a state visit to Germany in October, angry demonstrators in Dresden threw eggs at her; and, in November, a large fire broke out at Windsor Castle, one of her official residences. The monarchy came under increased criticism and public scrutiny. In an unusually personal speech, the Queen said that any institution must expect criticism, but suggested it be done with "a touch of humour, gentleness and understanding". Two days later, the Prime Minister, John Major, announced reforms to the royal finances planned since the previous year, including the Queen paying income tax from 1993 onwards, and a reduction in the civil list. In December, Prince Charles and his wife, Diana, formally separated. The year ended with a lawsuit as the Queen sued The Sun newspaper for breach of copyright when it published the text of her annual Christmas message two days before it was broadcast. The newspaper was forced to pay her legal fees and donated £200,000 to charity.In the years to follow, public revelations on the state of Charles and Diana's marriage continued. Even though support for republicanism in Britain seemed higher than at any time in living memory, republicanism was still a minority viewpoint, and the Queen herself had high approval ratings. Criticism was focused on the institution of the monarchy itself and the Queen's wider family rather than her own behaviour and actions. In consultation with her husband and the Prime Minister, John Major, as well as the Archbishop of Canterbury, George Carey, and her private secretary, Robert Fellowes, she wrote to Charles and Diana at the end of December 1995, saying a divorce was desirable.In August 1997, a year after the divorce, Diana was killed in a car crash in Paris. The Queen was on holiday with her extended family at Balmoral. Diana's two sons by Charles—Princes William and Harry—wanted to attend church and so the Queen and Prince Philip took them that morning. After that single public appearance, for five days the Queen and the Duke shielded their grandsons from the intense press interest by keeping them at Balmoral where they could grieve in private, but the royal family's seclusion and the failure to fly a flag at half-mast over Buckingham Palace caused public dismay. Pressured by the hostile reaction, the Queen agreed to return to London and do a live television broadcast on 5 September, the day before Diana's funeral. In the broadcast, she expressed admiration for Diana and her feelings "as a grandmother" for the two princes. As a result, much of the public hostility evaporated.In November 1997, the Queen and her husband held a reception at Banqueting House to mark their golden wedding anniversary. She made a speech and praised Philip for his role as a consort, referring to him as "my strength and stay".

Question: where was the queen when diana died?
Answer: on holiday with her extended family at Balmoral