Lord Edward was born on 12 July 1867, the fourth son of Robert Gascoyne-Cecil, 3rd Marquess of Salisbury and Georgina Charlotte.

He was educated at Eton College, but did badly in his exams, failing to get into Sandhurst, which his father blamed on the school (because he had been bullied there).

Written in 1878, at the time of Congress of Berlin, perhaps unaware that Beaconsfield had only three years to live, the Prime Minister is personified as Dickens' 'Artful Dodger'.

On the Dongola Expedition in 1896 he served with distinction: mentioned in despatches, he was promoted a Brevet Major, winning the Order of Medjidie 4th Class and the Khedive's Star for service in Egypt and Sudan, with two clasps.

The following day, his father Lord Salisbury announced in parliament that Dongola was not the objective, but the conquest of the Sudan, and recapture of Khartoum to avenge the murder of General Gordon.

Cecil was appointed a member of the Rodd Mission to the Emperor Menelik II of Abyssinia in 1897 that negotiated the Anglo-Ethiopian Treaty of 1897.

The following year the Fashoda incident occurred when Captain Marchand leading a small military expedition occupied the White Nile town of Fashoda in present-day South Sudan after an epic 14-month march from West Africa, and claimed the area for France in opposition to Anglo-Egyptian claims, bringing the two powers close to war.

On 18 September Lord Edward arrived at Fashoda with Kitchener's expeditionary force of five steam-boats carrying 100 Highlanders, 2,500 Sudanese troops and four machine guns.

As second-in-command Cecil imposed the death penalty for spying, looting, trespassing, and loitering outside a women's laager at night.

When Lord Edward Cecil came home to a triumphant welcome at Hatfield House his father had written off his debts, and the whole town turned out to cheer as the celebrations began on 18 December.

He was always tapping his father for money, demonstrable in the copious notes in the Cecil family correspondence but Lord Salisbury's patience ran out in 1891.

A wide range of society guests appeared at the wedding, Asquith, Morley and Chamberlain, as well as his cousin Balfour and father Salisbury, and liberal poets Blunt and Wilde.

His mother, Lady Salisbury remarked: "It will be good for Nigs to have a clever wife and one accustomed to taking care of expenses and I hope will convert her.

Lord Edward earned £200 pa in Army pay, but his wife's contribution was double that, making their life comfortable.

Lady Edward Cecil was appointed Grand Dame of the Order of St John, and Chevalier of the Légion d'honneur.