The Queen died with Charles and Anne at her bedside at Balmoral, it is believed.
Her eldest children were already in Scotland at the time of the monarch's sudden turn for the worse, reports the Mail Online. Other family members and senior royals dashed to be with her yesterday, but not did reach Balmoral in time before she passed.
Prince Andrew, Prince Edward and his wife Sophie, and Prince Williams all flew to Aberdeen from Berkshire on a Royal Air Force flight after Buckingham Palace released a statement on the Queen's health. William then drove the family in a Range Rover to the estate, but it is understood that they did not make it in time.
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Prince Harry, who was in the UK with his wife Meghan, also dashed to Balmoral but arrived at around 8pm, around an hour-and-a-half after Buckingham Palace announced that the Queen had died.
In the statement announcing the death of the 96-year-old, Buckingham Palace wrote: "The Queen died peacefully at Balmoral this afternoon. The King and The Queen Consort will remain at Balmoral this evening and will return to London tomorrow."
Her son Charles III has now been named King. In his first statement as King yesterday, Charles III said: "The death of my beloved mother, Her Majesty The Queen, is a moment of the greatest sadness for me and all members of my family.
"We mourn profoundly the passing of a cherished sovereign and a much-loved mother. I know her loss will be deeply felt throughout the country, the Realms and the Commonwealth, and by countless people around the world.
"During this period of mourning and change, my family and I will be comforted and sustained by our knowledge of the respect and deep affection in which the Queen was so widely held."
A 10-day period of mourning has now begun, which will last until Her Majesty's funeral. Gun salutes will ring out in the capital and bells will toll across the country, with churches, chapels and cathedrals encouraged by the Church of England to open for prayers or a special service for mourners.
The King will address the nation today in a televised speech. His address, which he is due to pre-record, is likely to then be aired in the early evening.
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