Desc: Diana and Sarah: Royal Wives of Windsor: Directed by Alan Scales. With Alan Scales. Diana, Princess of Wales, and Sarah, Duchess of York married the Queen's sons and both quit this most famous royal family amid scandal, but in very different circumstances. One died tragically, the other survived but had to reinvent herself. With the passage of time, some of the agonies both women faced can now be seen in perspective, and this documentary probes such matters as it examines the relationship of these two fascinating women. What Diana and Fergie shared as royal wives was a life that brought loneliness and despair to two women who had married into the House of Windsor with such high hopes of transforming it, and the their so-called 'fairy-tale' lives were a parody of the truth.