Research Notes:
The Oxford DNB states, [1]
Sir William Vaux (1437-1471), married before 22 December 1456 Katharine Peniston (d. in or after 1509) of Provence, probably a lady-in-waiting to Margaret of Anjou. William Vaux, who was knighted about 1460, was attainted in November 1461 by Edward IV's first parliament, and he was next noted by Fortescue among the exiles in St Mighel with Queen Margaret in a letter of 13 December 1464. Vaux returned to England, probably with the queen in 1471, as he died on the field of Tewkesbury on 4 May and was buried in Tewkesbury Abbey. Katharine Vaux was among the ladies taken after the battle with Queen Margaret, and was said to have returned to France with the queen in January 1476. In February 1478 Edward IV granted Katharine life interest in the manors of Stanton and Markham, which she had held with Vaux, because she 'hath none erthly thing for her and her children to lyve upon' (TNA: PRO, C81/863/4673). Those children were Nicholas and his sister Jane, or Joan, who married Sir Richard Guildford, perhaps by November 1487, as a Dame Joana Guildford is listed among the ladies attending Elizabeth of York's coronation.
[1] L. L. Ford, "Vaux, Nicholas, first Baron Vaux (c.1460–1523)," Oxford Dictionary of National Biography (Oxford University Press, 2004, online edition, Jan. 2008), [Oxford_Dictionary_National_Biography], [OxfordDNB(UM)].