It was 1785 and Bess was in Paris, romping around with the Duke of Dorset, whom she knew very well was the object of Georgiana's affection. She was also a bit stressed: Bess was three months pregnant with the Duke of Devonshire's child. A letter had just arrived from her best friend. The Duchess of Devonshire wrote that she was happily expecting her child; she was also three months pregnant. Bess did the math, the children had been conceived within days of each other, possibly even hours.
On 16 August 1785 in a brothel/hostel in Italy the Duke and Bess' first child was born and named Caroline Rosalie. Not long afterward, Georgiana gave birth to her second daughter, Harriet, in a much more suitable setting. Caroline spent her first weeks with poor people her mother didn't even know before getting shipped off to a more middle-class family. Bess promptly went back to partying (guiltily). Somehow, she convinced the elderly Comte St Jules to adopt Caroline. It is unknown how the two knew each other but by convincing the comte to do this that meant that Caroline was being raised as the comte's illegitimate daughter, Bess always did have a way with convincing others to do things they normally wouldn't. It also meant that Caroline St Jules would be brought up with foster parents not the old comte.
As time went on Bess also schemed sneaking the girl into England to be raised with Georgiana's two daughters but that was not to be. Instead, she was sent away to Paris to be educated with Charlotte, the Duke's other illegitimate daughter. This didn't deter Bess from making many attempts to bring her daughter back to England to be with her. Her relief came in the form of a very unexpected person, the formidable Lady Spencer, who never made it a secret that she despised Bess. When Georgiana and her family were in Paris during the birth of Hart, Lady Spencer was eager to get out of revolutionary France ASAP, this meant taking her grandchildren with her. She was in such a rush she allowed for Charlotte and Caroline to be included in her escape party. Caroline, the little french girl, had made it into her parent's home-country and soon, their home.
Personality-wise Caroline took after her mother. Perhaps this is why she was her father's favourite child. Fanny Burney found her to be "fat and full of mincing little affections and airs." Hmmm, sounds familiar doesn't it? Burney was no fool, and also very suspicious. She found Georgiana's daughters much more agreeable (despite being biased against Georgiana). Strangely enough, Caroline still managed to win Lady Spencer's approval. Lady Spencer was torn by her hate for Bess but seemed to like that Caroline was obedient, especially in comparison to her grand-daughter, Caroline (later Lamb) who she found to be "very naughty."
Despite the setback of being an illegitimate child Caroline managed to nab herself a very good husband. George Lamb was the son of Lady Melbourne and the younger brother of William Lamb, later Lord Melbourne (Caroline Lamb's husband). Because the two Carolines married the Lamb brothers they were often referred to as Caro William and Caro George. At the time of her marriage, the Duke's favourtism shined through when he blessed Caroline with a whopping £30,000 for her dowery, more than he gave to his other daughters. Despite their dislike of Bess, the Cavendish children accepted Caroline and were very close to her. When writing her memoirs years later, Caroline gives a very poignant account of her childhood as Devonshire progeny that would probably have broken Bess' heart,
"I became reserved myself; the strangeness of my situation in that house, the not knowing who I was, the not having a human being to whom I could speak, made me so. Everything seemed full of secrets. I did not know the natural ties that bound me to my M[other], but I loved her as my protectress, my adopted mother, yet with a mixture of fear."