Andrew Mountbatten-Windsor faces a new investigation into an incident at Royal Ascot in 2002.Kirsty Wigglesworth / AP Britain Police investigating Andrew Mountbatten-Windsor are examining an allegation that he behaved inappropriately towards a woman at Royal Ascot. The alleged incident took place in 2002 when his mother, Queen Elizabeth, attended the racing festival in Berkshire with other senior royals during her Golden Jubilee year.