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Wilhelmina Coke is the Lady in Waiting and niece to the Duchess of Buccleuch. She first appeared in the first episode of season two, A Soldier's Daughter. After the first episode of season 2, she became a series regular and appeared in the Victoria Christmas Special, Comfort and Joy.
The Duchess of Buccleuch
Due to the Duchess being her aunt, they are probably somewhat close. The Duchess most likely surprises her without meaning to because of her disapproving nature. It is possible that Wilhelmina trusts her aunt enough to tell her about two boys she saw kissing, but the Duchess didn't tell anyone. Her aunt always pushed her in the hopes that she would find a suitable husband and not end up a single maiden like her. The Duchess was happy for her niece when she found out about the engagement.
Lord Alfred Paget
The two became friendly towards each other when they were both at Buckingham Palace. There was never any romantic feelings between the two at first because Wilhelmina already had feelings for someone else and so did Alfred. After a night in France, Coke followed Paget and Lord Drummond away from the party. She was surprised to find the two Lords kissing however, she didn't tell anyone. After the death of Edward Drummond, whom Alfred was very attached to, Coke and Paget became immensely close. In the episode Comfort and Joy, Paget proposes to Wilhelmina and she accepts. He gives her a ring with a blue jewel on it, which Victoria and the Duchess of Sutherland were amazed by.
Wilhelmina began fancying the Duke after the Duchess of Sutherland, Ernest's previous crush, had left Buckingham Palace. The two began to play piano together. As a parting gift, Ernest got the Lady in Waiting some music written by Frédéric Chopin. Nothing was to come of their relationship because Wilhelmina realised that the Harriet, the Duchess of Sutherland and Ernest liked each other.