Lady Sarah Chatto - who married the artist Daniel Chatto in 1994 - has always had an "incredibly close relationship" with the Queen, says Mollard.
"I think that’s a lovely thing, both for Sarah, and for the Queen to have this relationship with her sister’s daughter."
The royal expert also delved into Queen Elizabeth's bond with the Countess of Snowdon - who is also the mother of David Armstrong-Jones, 2nd Earl of Snowdon.
When their uncle Edward abdicated from the throne in 1936 (and consequently made Elizabeth the direct heir to the throne) the two Princesses’ lives were forever altered.
Mollard recalled the alleged conversation where the sisters discussed the change.
"There’s a comment that Margaret once said to her sister: ‘Does this mean you’ll one day become Queen?’ To which Elizabeth apparently replied, ‘Mm, I suppose it does’."
While her sister became the ruler of the Commonwealth, Princess Margaret lived a life that was glamorous yet embroiled with scandal.
Her relationship with divorced Peter Townsend in the 1950s caused a constitutional crisis that forced Queen Elizabeth to make her sister choose between her love and the Royal Family.
Prince Andrew came into their lives after her Majesty and the Duke of Edinburgh resolved an enduring family feud, and for that reason, experts have always dubbed the Duke of York as the Queen's favourite child.
However, royal biographer Penny Junor says there may be another reason why Her Majesty prefers her second son.
In a shocking revelation, Junor wrote in her 2005 book “The Firm" that Prince Charles' nanny "was such a terrifying woman that the Queen kept out of the nursery while she was in charge."
This reduced the amount of time the British monarch spent with her first two children while raising them in Buckingham Palace.
"By the time the Queen had the two younger children Helen Lightbody [their first Nanny] had gone and Mabel Anderson, her deputy and a much easier character, was in charge," the author explained.
"She and the Queen were good friends and brought the children up together."
Due to the mother-of-four having more contact with her two youngest children, she became notably closer with them.
"As a result the Queen had much more contact with Andrew and Edward than she ever had with Charles and Anne, and is still infinitely closer to them today."
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