Four of us assembled at Sotheby’s on a chilly February day in 2000 to drive up to Marston, a few miles north of Grantham, off the A1, to attend the funeral of Henry Thorold in the predominantly 13th-century church of St Mary’s. We found ourselves seats in an already crowded church and settled down. Suddenly the acrid but pleasing smell of incense was identifiable in the distance. A member of the Lincolnshire squirearchy in the row in front said: “I hope this is going to be OK. I always thought Henry was a sound prayer book man.” I surmised that he was fairly swiftly going to be disillusioned.