There are various versions of the "Grey Lady" story, the most popular being that she was the daughter of an affluent Spanish family who had married against her father's wishes. When he learnt of it, he placed her in the "Convent of Santa Clara" situated in the Main Street, where under the eyes of the Mother Superior, the girl was forced to take her vows and become a nun. Her lover was not discouraged; he joined the Franciscan Order and settled in the Convent. The couple are said to have met in the confessional of the King's Chapel where they hatched plans for their escape.