They revealed that their daughter had been desperately unhappy about the state of her marriage to Lord Caithness.
She died the day before their 19th wedding anniversary and the next day her husband resigned as Minister for Aviation and Shipping, saying that he wanted to spend more time with their two children.
Her father, Major Richard Coke, and her mother Molly, who live at Weasenham Hall, near King's Lynn, Norfolk, said that they first heard about Lord Caithness's relationship with Mrs Fitzalan Howard last spring. Mrs Coke said: 'She discussed the whole thing with her husband, no doubt many times, and it evidently didn't work out.'
Asked whether their son-in- law was besotted by Mrs Fitzalan Howard, Major Coke, said: 'You will have to ask Lord Caithness . . . I cannot tell you.'
Mrs Coke said: 'She had perfect grounds for divorce if she wanted to leave. She forgave him and supported him throughout the summer. I know everything that led up to my daughter's tragic death. I don't wish to say any more on this point.'
She added that both Lord and Lady Caithness had received professional counselling to try to solve their marriage problems.
The Cokes denied reports that their daughter was nervous and highly-strung. Mrs Coke said: 'She was very upset, naturally anybody would have been. She was the absolute opposite to being depressive.' The couple said that they last spoke to her on Friday, and at that time she appeared to have no intention of committing suicide.
Major Coke said that he had talked to Lord Caithness on the telephone since the tragedy but declined to reveal details of the conversation.
Mrs Fitzalan Howard, who is in her early forties, is a former secretary to the Princess Royal and to Princess Michael of Kent. She has also worked for two leading Conservatives, Sir Gordon Reece, a key adviser to Baroness Thatcher when she was Prime Minister, and Lord McAlpine, the former party treasurer.
Born Jan Walters, the daughter of a naval captain from Tunbridge Wells, Kent, she married Thomas Fitzalan Howard, an Army officer and the nephew of the Duke of Norfolk in 1977.
He is now a Lieutenant Colonel in Major Coke's old regiment, the Scots Guards. The couple, who split up two years ago, have two children Edward, 14, and Flora, 11. After the marriage breakdown she lived in Battersea, south-west London, until a few weeks ago.
It is believed the friendship between Mrs Fitzalan Howard and Lord Caithness began after the 1992 General Election.Reuse content