Her birthplace was named after Apthorp Villa, in Weston, Somerset, where her grandfather Charles Hancock had been born. Cradock's parents did not manage their money well; her mother, Bijou, spent extravagantly, and her father, Archibald, had sizeable gambling debts, many run up in Nice. In attempting to keep their creditors at bay, the family moved around the country, going to Herne Bay in Kent, then to Swanage in Dorset and on to Bournemouth in Hampshire, where Archibald's brother, Richard Francis Pechey (1872–1963), had become the Vicar of Holy Trinity Church in 1912. Whilst in Bournemouth the 15-year-old Fanny attended Bournemouth High School (now Talbot Heath School).