An update of my post:
Maddison Brudenell (b.16 May 1994) [daughter of Edwina Hicks (b.1961) {herself daughter of Lady Pamela Mountbatten (b.1929) & her late husband David Hicks (1929-1998)} & her husband Jeremy Brudenell (b.1960)] & her husband Olaoluwa Olamide Modupe-Ojo (b.1991) had their first child, Daphne, in Manchester on 26 November last year.
It's the first great-grandchild of Lady Pamela Hicks.
Sources: Descendants of Princess Julie von Battenberg
Peerage News: Great-granddaughter for Lady Pamela Hicks