“There has been a lot of growth and acceptance and understanding involved, and it’s all worked out the way it should have been,” said Lady Penny, who is seen visiting the couple at their home, Bridwell Park in Devon.

Alexandra, one of the couple’s three daughters, told the programme: “The day I found out, it was a shock, to say the least. But it just made so much sense. It gave a reason for my parents’ divorce.”

Lord Ivar said the girls “get on exceedingly well with James. They adore him. It works very well. We have a big, blended family.”

Coyle said the set-up can sometimes require explanation. He said: “Sometimes we will be at a drinks party and some old duffer will say, ‘Who are you, then?’” Coyle said he would introduce himself as Lord Ivar’s partner, only to be mistaken for his business partner.