I wonder, too. Especially as this goes from one point to the next, then back aso.
But there is definately something fishy about these letters from prince Philip. Let me amuse you with my very own conspiracy theory.
I bet the moment the news came that Diana had died in Paris someone at the Royal Household decided that it had to be done something about her papers. She was considered a "loose cannon" (for whatever reasons) and she definately had papers worth to go into safekeeping (maybe a diary, but at least her divorce papers - and who could have know what else this obviously slightly paranoid woman would collect in addition).
So Paul Burrell was informed and sent off to France and left Diana's apartments alone. That's the only reason I can think of why they sent him, a man and not her dresser or another dresser in Royal employ - it didn't seem appropriate to me at that time. I believe someone trusted by the Royal family, probably authorized by Charles who had become the sole guardian of his sons who were Diana's heirs, used this absence to go through Diana's papers. It's interesting that Paul Burrell said that he helped Diana filling her letters while Lady Sarah explained that they were not filled, just kept somehow. On returning Burrell realised what had happened. I think they didn't find the mahagonny box because as Lady Sarah explained, she never saw the key and thought it was just a low table and I think other people thought likewise.
I think Burrell used his knowledge to get a place at the Diana fund. In March 1998 Lady Sarah finally realised that the box contained papers. I doubt she knew about the machinations of the Royal Household, but had just be informed that Burrell knew too much and thus they had to find aplace for him and pay him the "legacy" which helped him to buy his house - for services to the late princess. So she gave in all innocense the "sensitive" papers to him for safekeeping till she could transport them to Althorp for the princes. I've no idea what happened to the papers then. And I don't think Lady Sarah told her sister or anyone else at the Royal Household about it.
Lady Sarah said she asked for them and Burrell, as long as he worked for the Diana-fund, said he had them and would give them back. But then he was "made redundant" (quote of Lady Sarah) and she could not longer ask him. I think at that point the Royal Household heard of these papers, namely the divorce papers plus the audiotapes about that rape. So they set the machinery in motion against Burrell. It's interesting that Lady Sarah said neither she nor her mother had reported theft, that police came and made inquirys on their own about a wedding gift that had been sold. The police inspector had to explain at the inquest why Paul Burrell was arrested for this theft, even though there was no proof he was involved in it. In that case the law allowed police to search his house without having a warrant and they took what they thought would give them more evidence against Paul Burrell. I don't buy the meager explanation he gave, if you can call it that. But police didn't find the papers. I seriously doubt they were interested in any letters by prince Philip back then.
The trial against Burrell started. There were media leaks which made the public quite interested in this trial. Now it turned out that Paul Burrell himself was behind the leaks - why? Officially he blamed police for the negative publicity he got, but I think at this point he had realised that the Royal Household was up against him and leaked information to the press as a way to protect himself and present him as a victim (The Diana-method).
At that stage I think the bargaining began and the RH found out that Burrell had copied letters Diana had gotten - copiers existed back then, so he very well could have done so. By that time the Philip-letters had become infamous IIRC and so they forced Burrell to give his material up in exchange for the queen to remember about the "safe-keeping". So Burrell was acquitted.
But he searched fro revenge and wrote his first Diana-book with the mentioned "secret" at the end - to taunt the enemy. I think he had learned a lot from Diana.
Back to Philip's letters. I think he wrote the four letters in 1992. I don't see him as a letter writer, so I don't wonder why there were not more. In 1992 he might still have hoped that there could be another solution than separation and he could help as a mediator. I doubt he would ever write nasty letters at a later point, he says things directly or cut people who displease him, he is not a poison pen-writer. IMHO, of course.
Lady Sarah has agreed to have the storage in Althorp searched for letters from prince Philip. She said that there were a lot of letters from all members of the Royal family kept for the princes and that she would see to it that these letters are checked again in case the Philip-letters are there. My guess is that the Philip-letters have returned to the RF a long time ago and it's probable that Lady Sarah finds them now.
Plus some others who are friendly, to say the least.... I think the Royals have hoped that the inquest would not go that way, so never thought that these letters were needed in the original, but since Al-Fayed bases so much on them, there is the possibility that they are "found" now either at Windsor Castle or Althorp.
I bet Paul Burrell's second book was not only to generate more money for him but to back away from the "secret"-stuff. With the way the inquest was fired by him with the "Burrell"-note, he surely attracted once more attention within the RH and now he is afraid. At least that was my impression of his appearance at the inquest. I believe he had more copies of material he handed to the RH and used that for his book. But he doesn't want to make that public, thus he claimed he had destroyed what he had. I think he has realised that you don't temper with the RF in Britain.
That's my conspiracy-theory, based on the inquest-transcripts. I'm afraid I still believe that Diana was an embarrassment to the RF after the divorce, but not a real threat. I believe they knew she would never let information of her divorce papers leak to the press, that there was still a border for her she would not cross. And why should she? She had nothing to gain from it anymore. So Diana died through an accident. But the search for her papers makes for quite the thriller.