George Cavendish, Cardinal Wolsey's biographer, insisted that Katharine pretended nothing was amiss and even showed Anne greater favor because the king did:
And all this while, she being in this estimation in all places, it is no doubt but good Queen Katharine, having this gentlewoman daily attending upon her, both heard by report, and perceived before her eyes, the matter how it framed against her (good lady), although she showed nor to Mistress Anne, nor unto the king, any spark or kind of grudge or displeasure; but took and accepted all things in good part, and with wisdom and great patience dissimuled [dissembled] the same, having Mistress Anne in more estimation for the king's sake than she had before, declaring herself thereby to be a perfect Griselda, as her patient acts shall hereafter more evidently to all men be declared.
Things must have been tense from the time the king decided to marry Anne around 1527 until Katharine was exiled from court in 1531. During those four years, Henry kept up the pretense that he really wanted Katharine to be his legal wife, but felt compelled to look into the questions about the legitimacy of his marriage.
Katharine sat at his side during events which called for a queen's presence. Henry dined with her, danced with her, exchanged presents and courtesies, all the while spending every moment he could at Anne Boleyn's side, and trying to negotiate an annulment with the reluctant pope.
According to Ambassador Chapuys, whose reports one should always take with a massive grain of salt, Katharine still made Henry's shirts during this time. (She probably didn't actually make the shirts, but rather decorated them with embroidery.) Anne learned of this and saw it as a symbol of Katharine's status.
According to Antonia Fraser in The Wives of Henry VIII:
Anne created one of her angry scenes when she found one of the servants of the privy chamber taking linens to the Queen, in order that the King should have his shirts made - no doubt for the good sound masculine reason that Catherine had always done so, and he wanted the shirts he knew. On this occasion the King refused to give in and confirmed the linen was sent on his instructions. Such jealousy on the part of the Lady seemed highly unreasonable to Queen Catherine's supporters and it lost nothing in the telling. At the same time, Anne Boleyn had a point: sewing the King's shirts did have a symbolic significance. Queen Catherine, in continuing to do so, was being allowed by King Henry to assert the rights of a wife.
My lady Anne, you have good hap to stop at a king, but you are not like others, you will have all or none.
For her part, Katharine likely expected Henry would tire of Anne Boleyn as he had tired of all the women he'd courted on the side. The pope likely hoped for the same thing, and did all he could to delay giving Henry an answer on his annulment suit.
But Henry didn't give up, and for seven years, he struggled to find a way out of his marriage to Katharine.
Here were two women, both of whom thought God had called them to the throne, both of them fervent in their faith, both well-educated and cultured, both seeking allies and to undermine the opposition, both of them aware the future of England hung in the balance. Battle lines were drawn: Anne and the religious reformers on one side, Katharine and the conservative, old-school Catholics on the other. What was it like for them in the court of two queens?
The Imperial ambassador Eustace Chapuys reports histrionic scenes from Anne, such as her declaring she would like to see all Spaniards at the bottom of the sea, and that she'd rather be hanged than acknowledge Katharine as her mistress. However, Chapuys routinely reported gossip as solid fact, and we cannot be sure how many layers of "the telephone game" these stories went through before they reached his eager ears.
Anne had a temper, but she also had a brain. She knew every single word she spoke aloud in court was being repeated in gossip and reported to foreign courts. It's difficult to know what she actually said and what words were put into her mouth by gossip, since most of what we "know" of Anne Boleyn comes from the reports of her enemies.
From her letters and pleas to the king, we know that Katharine felt her marriage could be salvaged if Anne was sent from court. Whatever her faults, Katharine truly loved Henry, possibly the only one of his wives that ever did. Even toward the end of her life, she was said to pray nightly for him to return to her. Like many women with a straying husband, Katharine doesn't seem to have wanted to blame Henry. It was Anne who was leading him astray. Katharine and Henry's isolated daughter, Mary, believed it, too.
Despite this blame she placed on Anne, Katharine supposedly once told her ladies they should not speak badly of Anne, but instead should pray for her.
Pray for her because the time would come when you shall pity and lament her case.
Things continued in this awkward fashion until 1531, when Henry finally banished Katharine from court. Typically of Henry, he did not publicly issue an order to send Katharine away. He simply packed up and moved to another palace without informing Katharine, then later sent a message to her telling her to depart for one of his country estates. Katharine was his wife for twenty years, and once he declared in song that he loved true where he did wed, but he didn't speak a word of farewell to her as he rode off with Anne Boleyn.
Despite her exile, Katharine never surrendered. Both she and Princess Mary endured increasingly harsh treatment, but Katharine would not be bullied. She refused to accept the title, "Princess Dowager" and refused to accept servants who would not call her "Queen Katharine." When the messengers arrived with the king's written order that she was no longer to "pretend" the title of queen, she marked out the words "Princess Dowager" wherever she found them in the document, with such force that her pen ripped through the paper.
Even after she received word Henry had married Anne, in Katharine's mind, the battle still continued. Though appeals to the pope were forbidden by law, Katharine still sent pleading letters to the pope and her family in Europe. She feared Anne Boleyn would have her poisoned, and began cooking her meals in her fireplace in her chambers. Chapuys believed her death in 1536 was due to poison, though we now know the tumor on her heart to be a sign of cancer.
Chapuys reports that Anne and Henry wore festive yellow the day they heard Katharine was dead. Henry was delighted and exclaimed England was now freed from the danger of war. He and Anne paraded baby Elizabeth around to the courtiers at the feasts and jousts held afterward.
However, Seigneur de Dinteville reported that Anne locked herself away in her oratory and wept after she heard the news. At this long last, did Anne Boleyn respect Katharine? Did she remember the kind and cordial treatment of the late Spanish princess, even after the two became rivals?
Nicholas Sanders wrote that it was Henry who cried and Anne who wore yellow. He wrote that upon being "congratulated" about Katharine's death, Anne said,
"No, I am sorry, not indeed because she is dead, but because her death has been so honourable." What malice! even the death of Catherine could not quench it.
Chapuys also reports Anne cried, but because of fear for herself.
Some days ago I was informed from various quarters, which I did not think very good authorities, that notwithstanding the joy shown by the concubine at the news of the good Queen’s death, for which she had given a handsome present to the messenger, she had frequently wept, fearing that they might do with her as with the good Queen.
As it turns out, Anne was right to fear ...
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