The Cockaynes were Knights of the Shire for generations. The founder of the Cockaynes, we are told, was a relative of the Conqueror. The splendor of their house, however, needs no doubtful kindred ship with Royalty to enhance it.

The life of Bryan Cockayne, second Viscount, gives us a little drama. At the age of eighteen he was betrothed to the “beautiful Elizabeth Trentham” while in Italy, where he jilted an Italian lady (said to have been a Countess), who loved him with all the passionate fire of her country. On the very day of his marriage, their guests were sitting down to the banquet in The Great Hall at Rushton, the victim of his sports abroad turned up, and, in the midst of the assembly, uttered a terrible curse, prophesying misery and want, enforcing this curse by drinking from a Goblet to their perdition. The Italian Lady then left the Great hall and not a single guest uttered a word. The servants could not find the Lady; she had disappeared into the darkness.

Days later a local man reported he had seen a fine Lady dressed as a bride walking the Lake on the south Terrace of Rushton Hall, he approached and she disappeared in to the evening mist. There was a search for her but she was never found, and she was known locally as Lady in white or Lady of the Lake. Her curse came true; Lord Cullen died a poor man and Lady Cullen outlived him by 20 years, and died in poverty in a house in nearby Kettering.