Frederick Ponsonby , 1st Baron Sysonby Frederick Edward Grey Ponsonby , 1st Baron Sysonby GCB GCVO PC ( 16 September 1867 – 20 October 1935 ) , was a British soldier and courtier . Ponsonby was the second son of General Sir Henry Ponsonby and his wife the Hon . Mary Elizabeth ( née Bulteel ) . A member of a junior branch of the Ponsonby family , he was the grandson of General Sir Frederick Cavendish Ponsonby and the great - grandson of Frederick Ponsonby , 3rd Earl of Bessborough . Arthur Ponsonby , 1st Baron Ponsonby of Shulbrede , was his younger brother . Ponsonby was a Major and Brevet Lieutenant - Colonel in the Grenadier Guards and served in the Second Boer War and in the First World War . He wrote the standard history : The Grenadier Guards in the Great War of 1914 - 1918 . 3 vols . Published in 1920 . He also held several court positions , notably as Equerry - in - Ordinary to Queen Victoria from 1894 to 1901 , as Assistant Keeper of the Privy Purse and Assistant Private Secretary to Queen Victoria from 1897 to 1901 and to Edward VII from 1901 to 1910 ; as Keeper of the Privy Purse for George V from 1914 to 1935 , and as Lieutenant - Governor of Windsor Castle from 1928 to 1935 . Already a Knight Commander of the Order of the Bath ( KCB ) and a Knight Commander of the Royal Victorian Order ( KCVO ) , he was appointed Knight Grand Cross of the Royal Victorian Order ( GCVO ) in the 1921 New Year Honours . In 1935 he was raised to the peerage as Baron Sysonby , of Wonersh in the County of Surrey . Lord Sysonby married Victoria Lily , daughter of Colonel Edmund Hegan Kennard , on 17 May 1899 . They had three children : Lord Sysonby died in London in October 1935 , aged 68 , only four months after his elevation to the peerage , and was cremated at Golders Green Crematorium . He was succeeded in the barony by his surviving son Edward . Lady Sysonby died in 1955 . His autobiography " Recollections of Three Reigns " is full , frank and entertaining . Nancy Mitford wrote to Evelyn Waugh that there was " a shriek on every page " . Family . The Ponsonby family has played a leading role in British life for two centuries . His father was the Sir Henry Ponsonby - memorably played by Geoffrey Palmer in the film ' Mrs . Brown ' - who was Private Secretary to Queen Victoria . His grandfather was badly wounded at the Battle of Waterloo , but survived to become General Sir Frederick Ponsonby . Lady Caroline , better known to history under her married name of Lady Caroline Lamb , was the wife of the future Prime Minister Lord Melbourne and lover of the poet Lord Byron . This lady was also a key figure in a film - played by Sarah Miles - in 1972 . The father of the two siblings , Frederick ' s great - grandfather , was the 3rd Earl of Bessborough . The man wounded at Waterloo is not to be confused with another Ponsonby depicted on film , his kinsman General Sir William Ponsonby , whose death - possibly due to not risking his best horse in battle - at the hands of a group of lancers is an incident noted in the film ' Waterloo ' . Frederick ' s daughter , Loelia , married the 2nd Duke of Westminster , before re - marrying , after the Second World War , to become the alliterative Lady Loelia Lindsay .