"Prue Penn [the Queen Mother's lady-in-waiting] tells me that at Sandringham in the summer, the Queen invited her to attend a little service in one of its rooms conducted by the local parson," Rose writes. "The only other person present was the Queen Mother."
According to Rose, the spot in question was a "ground-floor room which had been turned into a bedroom for George VI during his last months" and the service was held in order to "bring tranquility".
"The parson said that the oppressive or disturbing atmosphere may have been because of Princess Diana, he had known such things before when someone died a violent death," Rose continued.
Princess Diana passed away on August 31, 1997 following a fatal car crash in Paris.
The royal's death had a lasting impact on her sons, Princes Harry and William, who were just 12 and 15 respectively.
During a recent interview with ITV anchor Thomas Bradby, Prince Harry opened up about losing his mother at such a young age referring to the experience as a "wound that festers".
"I think being part of this family, in this role, in this job, every single time I see a camera, every single time I hear a click, every single time I see a flash, it takes me straight back, so in that respect it’s the worst reminder of her life as opposed to the best," he said.