sentences:  Arrested after the Queen was informed of their clandestine marriage, Katherine ("as" Lady Hertford) lived in captivity until her death, having borne two sons in the Tower of London.Lady Katherine was born at Bradgate Park, near Leicester, the second surviving daughter of Henry Grey, 1st Duke of Suffolk, by his marriage to Lady Frances Brandon.She was the younger sister of Lady Jane Grey and elder sister of Lady Mary Grey.