"Reading that final episode, I knew it was coming obviously, because we were warned," Dockery recalls, "but for that character there was no other way out. He couldn't just disappear off to America and have an affair; it had to be that brutal. We'd invested so much in that relationship and the audience had too.
"So as I read it, it was shocking; I was in a flood of tears. I had been in a complete false sense of security. In the episode, it's Christmas, it's lovely and everyone's happy. I go into labour, the baby is born and then suddenly it happens. Even I was going, 'Oh, maybe he's changed his mind, maybe he doesn't go'. So it was devastating and actually playing out those scenes was really emotional for Dan and me.
"But time moves on and what it's done actually is open up opportunities for Julian to write something really different than people were expecting. ... to write some new characters, so of course there is a flurry of new handsome suitors for Mary."
Candidates for her affections in upcoming episodes include family friend Lord Anthony Gillingham (Tom Cullen), the aristocratic Charles Blake (Julian Ovenden) and Chicago jazz singer Jack Ross (Gary Carr.)
"In the beginning we were all very worried about Dan going," Dockery says, "but I was particularly concerned because that relationship between our characters was one of the major storylines throughout the series. But actually I think it's made the show even better for the fourth season, as much as I miss him."
Inspired by the likes of Helen Mirren on Prime Suspect - "I was about 15 and I remember thinking, 'I just want to do that"'- Dockery joined Britain's National Youth Theatre and pursued formal acting studies. The London-born actor worked on stage and in television until her 2010 breakthrough in Downton Abbey's first season as the haughty Lady Mary, a character who she says is nothing like her and who still presents quite a challenge.
"She can be incredibly mean," Dockery says with relish. "It's awful playing those moments but I love being her then. Exploring those parts of ourselves that we're afraid of is what's so enjoyable about being an actor."
"We're asked this question constantly and it's difficult to pinpoint what it is that's made Downton such a phenomenon and why people have taken it so much to their hearts. Primarily the core is in Julian's writing; it starts with that. Then it happens within this whimsical, nostalgic setting. Perhaps there's a longing for that romantic time. There's nothing gratuitous about Downton like in so many movies today. You see about as much as a slow kiss then it cuts to another scene," she chuckles.
While Lady Mary starts off the fourth season still emotionally bruised by the third, life goes on for the rest of the Grantham clan. Fledgling journalist Lady Edith gets more romantically entangled with her editor, while rebellious cousin Rose is sent from Scotland to stay at Downton under the supervision of Lord and Lady Grantham. Shirley MacLaine will also reappear as Lady Grantham's rich American mother - a match of wits for Dame Maggie Smith's Dowager Countess, Violet.
Dockery finds her television grandmother a hoot, both on set and off.
"Maggie is as funny as her character and I have to really, really concentrate to not fall about laughing in the take," Dockery admits. "She has the gift of comic timing - but I can't talk about Maggie without giving an anecdote. Julian writes these one-liners for her in the show like, 'What is a weekend?' but she also comes up with her own one-liners between takes.
"At one time there was a flu going round the set and everyone was sniffling and coughing. She came over to me in the makeup trailer and said. 'Darrrling, I hear you've not been very well. How are you feeling?' And I said, 'I'm fine Maggie, I'm a bit snivelly but I feel all right in myself'. And she said, 'Well, who else did you have in mind?' It's just constant."
Who: Michelle Dockery
What: Downton Abbey season four
When and where: Starts on Prime from Monday October 21, 8.30pm; A repeat of the season three Christmas special screens on Saturday, 8.30pm
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- TimeOut
