Background: Diana Frances Spencer was born on 1 July 1961, in Park House, Sandringham, Norfolk. She was the fourth of five children of John Spencer, Viscount Althorp (1924-1992), and his first wife, Frances (nee Roche; 1936-2004). The Spencer family has been closely allied with the British royal family for several generations. Both of Diana's grandmothers had served as ladies-in-waiting to Queen Elizabeth
Context: The couple had residences at Kensington Palace and Highgrove House, near Tetbury. On 5 November 1981, the Princess's pregnancy was officially announced. In January 1982--twelve weeks into the pregnancy--Diana fell down a staircase at Sandringham, and the royal gynaecologist Sir George Pinker was summoned from London. He found that although she had suffered severe bruising, the foetus was uninjured. On 21 June 1982, the Princess gave birth to the couple's first son, Prince William. The delivery took place under the care of Pinker in the private Lindo Wing of St Mary's Hospital in Paddington, London. Amidst some media criticism, she decided to take William--who was still a baby--on her first major tours of Australia and New Zealand, and the decision was popularly applauded. By her own admission, the Princess of Wales had not initially intended to take William until Malcolm Fraser, the Australian prime minister, made the suggestion.  A second son, Prince Harry, was born on 15 September 1984. The Princess asserted she and the Prince were closest during her pregnancy with Harry. She was aware that their second child was a boy, but did not share the knowledge with anyone else, including the Prince of Wales. False speculation that Harry's father was not Charles but James Hewitt--with whom Diana later had an affair--was based on the alleged physical similarity between Hewitt and Harry, but Harry was born before the affair began.  Diana gave her sons wider experiences than was usual for royal children. She rarely deferred to the Prince or to the Royal Family, and was often intransigent when it came to the children. She chose their first given names, dismissed a royal family nanny and engaged one of her own choosing, selected their schools and clothing, planned their outings, and took them to school herself as often as her schedule permitted. She also organised her public duties around their timetables.
Question: Where did she live with her children?. Whats the answer?