Falklands personnel to have leading role in Margaret Thatcher funeral The Armed Forces will also carry Lady Thatcher's coffin from St Clement Danes church on the Strand to St Paul's on a gun carriage. There, it will be greeted by a guard of honour, as well as Chelsea Pensioners from the Royal Hospital Chelsea. Sir Gerald Howarth, a former defence minister and friend of Lady Thatcher, said that she had deep affection for the Forces. Details of Baroness Thatcher's funeral procession emerged after confirmation that the Queen and the Duke of Edinburgh would attend the ceremony. It will be the first time the monarch has attended a ceremonial funeral for a former British Prime Minister, although she attended the state funeral of Winston Churchill. Lady Thatcher's body is currently being held in an undisclosed location after it was removed from the Ritz Hotel in the early hours of this morning.