Portrait of Mary, Lady Heveningham. c. 1532-43, Hans Holbein the Younger. Mary was a maid-of-honour and poet. Also identified as...Margaret (Madge) Shelton and Mary Shelton (1510/15 – 1570/71) two sisters in Tudor England, one of whom may have been a mistress of King Henry VIII. Recent research has indicated that they were the same person.