Duchess of Gloucester ' s sister married to Lieutenant Commander Dawnay at St Margaret ' s . Lady Angela Montagu Douglas Scott , sister of the Duchess of Gloucester and daughter of the Dowager Duchess of Succleuch and the late Duke of Buccleuch , was married at St Margaret ' s Church , Westminster , to Lieutenant Commander Peter Dawnay . Photo shows , the bridal procession leaving the church after the ceremony . 28 April 1936 *** Local Caption ***