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Montague Porch got remarried in 1926 to Donna Patrizi who died in 1938. Porch passed away in 1964 at the age of 87.
George Cornwallis West married Mrs. Patrick Campbell in April of 1914 shortly after his divorce from Jennie Churchill became final. The couple remained married until her death in 1940. West died in 1951.
It's long been theorized (but never proven) that Jack Churchill was not the biological son of Lord Randolph Churchill but rather the product of one of his mother's affairs. The younger Churchill never achieved anywhere near the public prominence of his father or older brother, Winston, but his daughter did go onto marry future British Prime Minister Anthony Eden.
As was shown in this episode, Lord Randolph Churchill resigned from his high British government position as Chancellor of the Exchequer in 1886 because of disputes with other Cabinet ministers over funding for their departments. He fully expected to be recalled into the government but this did not happen and he was a finished man in British politics even though he continued to sit in Parliament. During his final years, his mental and physical state deteriorated considerably probably because he was suffering from the effects of tertiary syphillis. He died on January 24, 1895. Ironically, his eldest son Winston would die on the same day in 1965.
This episode is correct that Lady Randolph Churchill disliked her in-law's ancestral home, Blenheim Palace. She considered it a dark and dreary place and spent as little time as possible there.
George Spencer Churchill, Marquess of Blandford, had his marriage to Lady Albertha Frances Hamilton annulled on November 20, 1883, a few months after becoming Duke of Marlborough upon the death of his father. In 1888, he got re-married to one Lilian Warren Price in New York City. This second marriage lasted until his death in 1892.
Nitpick: the real Jennie Jerome had three sisters although only two appear in the series.
Alexandra, Princess of Wales and future Queen Consort of Great Britain, and Tsarevna Maria Fyodorovna, future Tsarina of Russia, were sisters from Denmark. Their two off-spring, British King George V and Russian Tsar Nicholas II, looked so much alike that they were frequently mistaken for each other.