In June 1590 he went to Edinburgh with Edward Somerset, 4th Earl of Worcester to congratulate James VI on his marriage to Anne of Denmark.
[1] At the Union of the Crowns, in May 1603, Compton and others including Francis Norris and the Earl of Lincoln were sent by the Privy Council to Berwick-upon-Tweed to meet Anne of Denmark.
[3] Their children included: In March 1610 Elizabeth's father died leaving a fortune, and a letter (purportedly) sets out her expectations from her husband.
...Afterward, my Lord Compton descended from his sheepcote and mounted himself on a lofty steed, his men also attending him on horseback, every one wearing a hat of straw and their faces painted as black as the devil.
The historian Roy Strong identifies this performance as a revival of Elizabethan pastoral themes, related to the shepherd knight Phillisides of Philip Sydney's Arcadia[6] Lord Compton ordered a suit of plate armour from the Royal Greenwich Workshop around 1588, and was depicted wearing it in his only known portrait.