Lady Harriet Duncannon had already produced a heir and a spare by the time she found comfort in the rake, Charles Wyndham's arms. Her next child, born in 1785 proved different from the others right away. She was a frail and sickly infant; the complete opposite of her brothers when they were born. She also looked slightly different too...a little impish, in fact. Truth be told, Harriet was sleeping with both her husband and Charles Wyndham around the time of her daughter, Caroline's, conception.
A few years earlier Lady Melbourne was conducting one of her own affairs; one of many. This one was with the Earl of Egremont, George Wyndham. Lord Egremont just happened to be the father of Charles Wyndham-the possible father of Caroline. Lord Egremont was also probably the father of Lady Melbourne's son whom she had at the time of the affair, William Lamb.
How ironic, then, that these two probable results of affairs, Caro and William Lamb, would fall in love and get married. As Harriet's biographer, Janet Gleeson points out, if these two were, in fact, not fathered by their mother's husbands, then Caro was actually marrying her uncle. Oh dear.
While there is no direct proof of the parentage, Caro's difficulty in pregnancies offer strong evidence for inbreeding. Caro suffered many pregnancies before finally delivering a sickly child, who would die prematurely.