The baronets’ branch of the Cayleys descended from members of the family who made their main base in Yorkshire in later medieval times. But some Cayleys stayed in East Anglia, where the family had its original landholdings after the Norman Conquest.
In 1389 a nun called Margaret Cailly eloped from St Radegund’s Priory, Cambridge, whose site was taken over by Jesus College when it was founded in 1496. William Courtenay, Archbishop of Canterbury, found her and her partner living in the the Diocese of Lincoln during a visitation he made of the diocese. She had naturally cast off her nun’s habit and was in ordinary secular dress. William Courtenay apprehended her and parcelled off unceremoniously to the custody of John Fordham, Bishop of Ely, who in turn sent her back to St Radegund’s, with strict orders that the prioress was to keep the poor woman in close confinement and impose harsh penances on her.
It is perhaps ironic that St Radegund, after whom the priory was named, was forcibly married in the 6th century to a brutal Frankish ruler who had her brother murdered: she ran away and successfully sought the protection of the Church, founding a double monastery (one which had both male and female members – quite a common practice at the time). For Margaret Cailly the Church was hard and uncompassionate.
Margaret was almost certainly descended from members of the Cailly family who stayed in East Anglia.