When first I saw the title of 'Lady Grey', I wondered what it was about. Lady Jane Grey came first to mind, followed by the wife of the British Foreign Secretary at the start of the First World War. Lady Grey tea (without or without cinnamon) was my third thought. When I listened to the song, it was almost immediately clear that it referred to none of those, so I gave up wondering who Lady Grey was. Marianne's explanation, when I finally heard it, surprised me.
Perhaps none of Katzenjammer's songs are about the things that occur to me. But does it matter? Explanations may be beautiful, but are they real?