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We know that this window was dedicated to Sir James McGrigor, who was a great friend of the Duke of Wellington, because of an entry in the 1873 Guide to the Church. This describes the window but does not quote from an inscription. Sadly, it doesn't even say whether the inscription was in the form of text on the glass or on a brass plaque.
 
There is another memorial to Sir James in the church. This is situated on one of the stalls in the Chancel.