Answer
Sarah Churchill and Henrietta Godolphin were mother and daughter. Churchill was the illegitimate daughter of King James II and his mistress Arabella Churchill. She married John Churchill, 1st Duke of Marlborough, and was a close friend and confidante of Queen Anne. Henrietta Godolphin was a maid of honor to Queen Anne and later became the mistress of Francis Godolphin, 2nd Earl of Godolphin.