Also, in researching this strathspey, I came across this website, which had a quotation from Lady Francis Jerningham to Lady Bedingfield (29 May 1800). Lady Charlotte was Lady Mary's older sister:
Lady Charlotte Primrose’s match was not sanctioned by her parents. He is a near relation of Lady Rosebery’s, and may become Earl of Effingham, but has at present only his pay, as Colonel in the Guards. Her Bands were mutter’d over in the Parish Church, and she walked out at the Half-Door, and met Col. Howard at the end of the street, from whence they proceeded to the altar of Hymen. Lady Mary will perhaps do the same, but she is a sensible girl, and has very good taste. I had a visit a few mornings since from Lady Rosebery and her three daughters; we were all seated when a pretty young man entered. Lady Mary Coloured as red as fire and I have since felt a partiality for her.