"President and Mrs Obama were so, so very fond of her. In doing our research, we learned that [Queen Elizabeth] had a cherished relationship with her father, and she collected anything and everything that she could about him ...
"When she walked over and she's flipping and looking through the pages, I'm looking at her and I'm like, 'Oh, goodness, I hope that she likes it'.
"And I want to say that I saw a little glisten of a tear in her eye after she paged through it a bit. She looked to the president said, 'Thank you so very much for this'."
President Obama and his wife also gifted the Queen a floral brooch, which the monarch also wore when current President Donald Trump visited the UK in 2019.
Capricia said: "I'd like to say that she was proud to wear a piece of a presidential gift and was displaying the unity between the two nations.
"I think that she has the capacity to always lift the message up right now and to create those stronger bonds. But she herself is the only one who will really know."
Capricia recalled a warning she received from the Queen's staff when she stepped forward to help her with her bag during the Obamas' visit to Buckingham Palace nine years ago.
She said: "As Her Majesty walked out, I made a comment to my counterpart. I said, 'Oh, my goodness, Her Majesty has her bag.' And I made an ever so slight move with my left foot.
"He, with both of his hands, pushed me back against the wall and said, 'Do not touch the bag' and I said, 'Oh, my goodness. I'm so sorry'.
"He goes, 'We do not touch the bag'. And I said, 'Okay, I apologise. I would never. But do we know what's in the bag?' And he said, 'We don't know what's in the bag. But we never touch the bag'."