This ties nicely to what I've been discussing, since Lettice Knollys, Lady Essex is the daughter of Catherine Carey by Francis Knollys.
Lettice married Walter Devereux (1539-1576), 1st Earl Essex 1572-6
and secondly to Robert Dudley, Earl Leicester 1564-
The Dudley/Sidney family is connected three times to the Lettice Knollys.
First by this marriage to Robert Dudley.
Secondly Robert's nephew Philip Sidney (1554-86) married Frances Walshingham
After his death, Frances married Robert Devereux (1566-1601), 2nd Earl Essex, who was the son of Lettice
Thirdly, another son of Lettice, Walter Devereux (d 1591) married Margaret Dakins. After his death, Margaret married Philip Sidney's brother Thomas Sidney (1569-1595)
These connections, also showing Lady Jane Gray can be found on my new Dudley chart here.
http://freepages.genealogy.rootsweb.com/~wjhonson/Royals/Dudley.jpg
Please let me know if any of these dates and connections are fallacious.
And note that the gno software doesn't let me specify BEF, AFT, ABT, CIRCA but only absolute dates.
Thanks!
Will Johnson