I wonder if the royal training included the fake rescue? Apparently, there’s what’s called the “killing house” on the SAS base, a bit like an ordinary two-storey house. The hostages are placed in one room, along with some dummies for the terrorists. The soldiers bash open the door, throw in a stun grenade, then shoot all the dummies, and rescue the hostages. It’s rather scary, because apparently they always use live bullets, so most opt to watch via CCTV.
Except for Margaret Thatcher. She not only played herself as a hostage, but insisted her aide did also. She was fine, but the aide dived under the table.
No idea if any of that is actually true, of course.