Lettice Dudley continued to style herself Countess of Essex for several years into her new marriage. She lived very discreetly, often with her relatives at the Knollys family home in Oxfordshire. In February 1580 she was expecting the birth of a child there. For the birth of Leicester's heir, Robert, Lord Denbigh, in June 1581, she moved to Leicester House on the Strand. A further advanced pregnancy was reported in September 1582 by the French ambassador, yet the outcome is again unknown. The next year Lettice Dudley became officially resident at Leicester House, and Elizabeth was once again furious with the Earl "about his marriage, for he opened the same more plainly than ever before". A few weeks later Michel de Castelnau was a guest at Leicester's palatial mansion: "He especially invited me to dine with him and his wife, who has much influence over him and whom he introduces only to those to whom he wishes to show a particular mark of attention."