Natalie, it must be said, is not. She has wide, slanting pale blue eyes, waves of ash-blonde hair and looks like a member of the House of Elrond. These ethereal features have led her to be cast in a succession of refined costume roles, most notably as Anne Boleyn in The Tudors, the wildly successful TV series, and latterly as Elizabeth Bowes-Lyon in W.E. The strangely titled film, which was co-written by Madonna with her friend Alek Keshishian, the director of In Bed With Madonna, is a sympathetic retelling of Wallis Simpson's story in parallel with a modern love story.
Natalie admits that taking on the role of the Queen Mother was a daunting prospect. 'Everyone remembers her as the national treasure, with white fluffy hair and the lavender coat,' she says. 'There's not a lot of footage of her in the 1930s, though I really tried to find it.' She ended up asking for tips from actor Michael Sheen, lauded for his cinematic portrayals of Tony Blair, David Frost and Brian Clough, who advised her to try to convey the spirit of the woman rather than her physical likeness. 'Hopefully William and Harry won't be too pissed off with me,' she says, although you rather suspect they won't be thrilled, especially as their great-grandmother is the villain of the piece, famously hostile to Wallis, whom she blamed for George VI's early death, and refusing to speak to her after the abdication until the Duke of Windsor's funeral in 1972. (It is telling that although permission was requested to shoot at Buckingham Palace, all filming took place on National Trust properties.)
Anyway, what we're really interested in is not the Royal Family but her Madgesty. What is she like as a director? Unsurprisingly, absolutely clear about what she wants, it seems. In fact, her controlling behaviour has already caused actress Margo Stilley to storm off the set.