Elizabeth I had reigned as Queen of England for 44 years, when her health started to further decline in February 1603, whilst her court was at Richmond Palace.
It had been observed that Elizabeth had recently suffered from periods of depression following the execution of Robert Devereux, 2nd Earl of Essex in February 1601, her previous 'favourite' following his conviction of treason. Whilst she did not express any remorse regarding this decision, due to her perceived betrayed by him, Essex's death had wider implications; Elizabeth's withdrawal had a negative impact within her court, as well her popularity amongst the general population declining (in addition to the financial burden of the wars with Spain). Alison Weir also identifies that by October 1602, Elizabeth was starting to demonstrate cognitive impairment, exacerbated by failing eyesight; she struggled to remember the offices held by courtiers well known to her and bestowed by her, and was finding it difficult to concentrate on her duties.
By December 1602, her mood had fallen once again, with Weir describing "a deep depression descending...who was beginning to realise that she would not win this constant battle with advancing age" (Weir, 1999; p.477). Elizabeth's depression was further exacerbated in February 1603 by the death of Catherine Howard, Countess of Nottingham, her closest female friend and kinswoman (she was the daughter of her cousin, Henry Carey, 1st Baron Hudson).
Around the time of Lady Nottingham's death, the Queen's hands had started to swell, leading to her coronation ring needing to be cut off; this was felt by many, including Elizabeth, that this symbolised the impending end of her reign. In addition to the swelling of her extremities, Elizabeth also presented with ulcers in her throat, making swallowing and eating difficult, in addition to a cough and fever; pneumonia or bronchitis have been suggested by modern historians. She was also refusing to dress or bathe, despite encouragement from her ladies and others who attended her. Anne Clifford later wrote how she was informed by her aunt Anne Russell [Dudley], Countess of Warwick, that Elizabeth had experienced visual hallucinations as a result of delirium, speaking about "visions in the night" (Borman, 2009).
After weeks of stubborn persistence, on 21 March, Elizabeth was eventually persuaded to take her to her bed. Shortly following this, she reported that an ulcer had "burst" and felt some relief; however, there was a quick deterioration, following which the Queen soon lost her ability to speak (although was still able to communicate slightly). It was around this time that Anne Russell sent word to her sister Margaret [Clifford], Countess of Cumberland, advising her to "remove to Austin Friars her House for fear of some Commotions" (ed. Clifford, 2003; p.21).
Following prayers offered at her bedside on the evening of 23 March by the Archbishop of Canterbury, John Whitgift, Elizabeth fell asleep; she died in the early hours of 24 March 1603 (at approx 0230am). It is known that Anne Russell, Countess of Warwick was present at the time of her death, as well as her kinswoman Philadelphia Carey, Lady Scrope (and sister of the late Lady Nottingham). It is also known that Anne was one of 3 women who attended to and 'guarded' the Queen's body following death, to ensure requests regarding her not being 'embowelled' were met; instead they "prepare[d] the corpse for burial...embalmed, wrapped in cere-cloth and 'enshrined in lead'" (Weir, 1999; p. 485).
After Elizabeth's death, a letter was found in a small casket next to her bedside; it was from Robert Dudley, 1st Earl of Leicester, dated 29 August 1588, when he was staying at Sir Henry Norris' home at Rycote, Oxfordshire. Dudley, who had been the Queen's 'favourite' for many years, and the step-father and mentor of her latter, the Earl of Essex, had left London prematurely, whilst others were celebrating the recent victory over the Spanish Armada, due to his poor health. Along with his wife, Lettice Knollys, Countess of Leicester, and Elizabeth's rival, they were making their way north to Buxton "hoping to finde perfect cure at the bath", when they broke their journey at Rycote, and this letter was written. Dudley would continue his north, although his health was suddenly deteriorate, and he died one week later, on 04 Sep 1588, leaving the Queen bereft (Weir, 1999). This final correspondence, which Elizabeth had labelled 'his last lettar', had been folded many times, evidence that it had been read and re-read [THE NATIONAL ARCHIVES].
Following her death, Elizabeth's body placed in a lead coffin, was taken by barge down river 9 miles to Whitehall Palace, where she lay in state in a withdrawing chamber, and was constantly attended to by ladies and gentlemen of her court; these included Anne, and her sister Margaret. Following this period of mournful observation, her body was moved to Westminster Hall, in preparation for her state funeral.
On 28 April 1603, Elizabeth's coffin was taken from Westminster Hall, and led to Westminster Abbey, in a grand procession; thousands of London citizens of lined the streets of Westminster to watch and pay their last respects. The coffin was covered in purple velvet, and a life-like waxwork and wooden effigy was placed on top of the coffin, dressed in Elizabeth's own parliamentary robes, wearing the state crown and carrying the orb.
It is known that Anne and Margaret were part of the funeral procession - they are likely some of the 'Countess Assistants' portrayed in the 'Funeral of Elizabeth I Procession roll', documented by William Camden following the event.
Margaret's daughter Anne Clifford, being only 13 years old and whilst attending court, was not able to watch over the Queen's coffin at Whitehall or take part in the funeral procession "because I was held too young...was not high enough, which did trouble me then", but still attended the service at Westminster Abbey, which was presided over by Archbishop Whitgift.
Anna Whitelock (2013) notes that the only woman present at Elizabeth's funeral who was also present at her coronation, was the one woman whom she had come to despise despite their previous closeness: Lettice Knollys, Dowager Countess of Essex and Leicester, mother to the executed Earl of Essex, and Robert Dudley's widow.
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