Martin A. S. Hume,
The Great Lord Burghley: A study in Elizabethan statecraft
“ His eldest son Thomas, afterwards Lord Exeter, also sat in this Parliament as representative of the borough of Stamford. He had ended the sowing of his wild oats, to which reference has been made, by running away with a nun from a French convent; and was now married to Dorothy Nevil, a daughter of the last Lord Latimer, whose sister had married Sir Henry Percy, brother of the rebel Earl of Northumberland. Lord Burghley, in the little Perpetual Calendar at Hatfield, duly records the birth of all of Thomas’s children, three of whom had been born by this time. ”
