Yes, they did. The Queen wore a long lilac dress with lots of beading. Here's a link to a picture of The Princess Royal. The young York girls wore day coats, but they were in a shiny fabric.
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The Queen Mother was the only lady who wore day clothes and a hat. At her great age, perhaps a long dress would have been difficult for her to get around in.
Originally Posted by Elly C
I hadn't realised this - do you know if any Royal guests wore long?