Conversation so far:
When was Diana, Princess of Wales pregnant?
On 5 November 1981, Diana, Princess of Wales's pregnancy was officially announced.
Did Diana Princess of Wales have a good pregnancy?
In January 1982, twelve weeks into the pregnancy, Diana, Princess of Wales fell down a staircase at Sandringham. The royal gynaecologist Sir George Pinker found the foetus was uninjured.

Question: Where did she give birth?
Self-contained rewrite: Where did Diana Princess of Wales give birth?