One of Henry Thrale’s sisters was Lady Mary Lade (1733-1802), who married Baronet Sir John Lade, MP for Camelford, on 27 May 1756. They had a son, also called John, who inherited his father’s fortune and Baronetcy. It was said that Lady Mary Lade bore an illegitimate child for Colonel Sir Philip Jennings Clerke M.P. (died 1788) after the death of her husband. As Sir John the younger was born after the death of his father Sir John Lade, it is possible that Sir John Lade the younger was the illegitimate son of Colonel Sir Philip Jennings Clerke.