My brothers and I are all wearing jeans and a hoodie. Dad wanted us to dress casually because we're going out for a walk today. We looked at him like we were a car, but he was also dressed simply. Trousers, a pair of boots, and a simple cashmere sweater. He just left his hair down.

We run outside and split up into the cars. Even though we're a family and could fit in one car, it's not allowed. The bodyguards drive four cars between us. Wherever we're going, we don't know. I look at Philipp, who's with us today without Abby, just as James and Cathy aren't.

The drive...