 ); by his first wife, he had an only daughter Mary Neville who married Sir Thomas Fane.During the Wyatt's rebellion of January–February 1554 Henry and Robert Southwell, the High Sheriff of Kent married to Henry's niece Margaret, led the loyalist forces against the rebels.According to D. M. Loades, "Sir Robert Southwell and Lord Abergavenny were almost the only significant gentlemen in the country whose loyalty was never in doubt"; "Southwell, Abergavenny and Cheney were the most active royalist leaders."