It turned out there were only two other people in the room when she had said it [...] She had said it – I got that absolutely confirmed. - Julian Haviland

[On the Battle of Orgreave] When the horses rode through some of the miners and knocked a few down, the Queen said words [to the effect of], "Oh, that’s awful! Oh, we shouldn’t do that!."
And for the Queen to make a political comment like that was news.

[Following an interview or briefing with Margaret Thatcher in Downing Street] After she finished she took an extremely large scotch. Margaret had quite a capacity. [...] It was Tuesday at 5pm and her next engagement was her weekly audience with the Queen… The one person in the world of whom Margaret Thatcher was frightened was the Queen. That's why she downed a lot.