But Debo christened him after her favourite jockey. She's never heard of the Duke of Wellington.

James Lees-Milne recorded in his diary that the Duke of Wellington was furious when he heard that Debo had called his son 'Morny', which happened to be a diminutive of the Wellesley title Lord Mornington. 'How would you like it,' he complained to the Duke of Devonshire at a party, 'if I christened my grandson Harty of Burlington?' Nancy broke in, 'But Debo christened him after her favourite jockey. She's never heard of the Duke of Wellington.'

M.S. Lovell, The Mitford girls (2001), 385, note 1 (p.564) 

Citing J.Less-Milne, Prophesying peace (1999), 345