There has been much confusion as to the name and parentage of Charles’s mistress. Lucy Walter was the daughter of William Walter of Roch Castle, co. Pembroke, and Mr. S. Steinman, in his “Althorp Memoirs” (privately printed, 1869), sets out her pedigree, which is a good one. Roch Castle was taken and burnt by the Parliamentary forces in 1644, and Lucy was in London in 1648, where she made the acquaintance of Colonel Algernon Sidney. She then fell into the possession of his brother, Colonel Robert Sidney. In September of this same year she was taken up by Charles, Prince of Wales. Charles terminated his connection with her on October 30th, 1651, and she died in 1658, as appears by a document (administration entry in the Register of the Prerogative Court) met with by the late Colonel Chester. William Erskine, who had served Charles as cupbearer in his wanderings, and was appointed Master of the Charterhouse in December, 1677, had the care of Lucy Walter, and buried her in Paris. He declared that the king never had any intention of marrying her, and she did not deserve it. Thomas Ross, the tutor of her son, put the idea of this claim into his head, and asked Dr. Cosin to certify to a marriage. In consequence of this he was removed from his office, and Lord Crofts took his place (Steinman’s “Althorp Memoirs”). Lucy Walter took the name of Barlow during her wanderings.
This text comes from a footnote on a diary entry in the 1893 edition edited by Henry B. Wheatley.