It was in the English capital that Mrs [Elizabeth Knox] Welsh obtained her famous interview with the King:
King James: 'Who is your father ?' Mrs Welsh: 'John Knox'.
King James: 'Knox and Welsh! the Devil never made such a match as that.' Mrs Welsh: 'It's right-like, Sir, for we never asked his advice.'
King James: 'How many children did your father leave, and were they lads or lasses?'
Mrs Welsh: 'Three, and they were all lasses'.
King James: 'God be thanked, for if they had been three lads I had never enjoyed my three Kingdoms in peace'.
Much Knox information can be found here: https://archive.org/details/genealogicalknox00rogeuoft
It tends to be Way Too Much Information, needs to be sorted through carefully, and may include items that have been superseded by later research.