Passage: In September 1939, Britain entered the Second World War. Lord Hailsham suggested that the two princesses should be evacuated to Canada to avoid the frequent aerial bombing. This was rejected by Elizabeth's mother, who declared, "The children won't go without me. I won't leave without the King. And the King will never leave." Princesses Elizabeth and Margaret stayed at Balmoral Castle, Scotland, until Christmas 1939, when they moved to Sandringham House, Norfolk. From February to May 1940, they lived at Royal Lodge, Windsor, until moving to Windsor Castle, where they lived for most of the next five years. At Windsor, the princesses staged pantomimes at Christmas in aid of the Queen's Wool Fund, which bought yarn to knit into military garments. In 1940, the 14-year-old Elizabeth made her first radio broadcast during the BBC's Children's Hour, addressing other children who had been evacuated from the cities. She stated: "We are trying to do all we can to help our gallant sailors, soldiers and airmen, and we are trying, too, to bear our share of the danger and sadness of war. We know, every one of us, that in the end all will be well."In 1943, Elizabeth undertook her first solo public appearance on a visit to the Grenadier Guards, of which she had been appointed colonel the previous year. As she approached her 18th birthday, parliament changed the law so she could act as one of five Counsellors of State in the event of her father's incapacity or absence abroad, such as his visit to Italy in July 1944. In February 1945, she was appointed as an honorary second subaltern in the Auxiliary Territorial Service with the service number of 230873. She trained as a driver and mechanic and was given the rank of honorary junior commander (female equivalent of captain at the time) five months later.

Question: Where did they live for five years after living at Royal Lodge?
Windsor Castle