Queen hugging lover once in palace wing, say (6)

I believe the answer is:

annexe

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'palace wing say' is the definition.
I can't judge whether this definition defines the answer.

'queen hugging lover once' is the wordplay.
'queen' becomes 'anne' (Queen Anne, 18th-century queen).
'hugging' indicates putting letters inside.
'lover once' becomes 'ex' (an ex-lover).
'anne' placed around 'ex' is 'ANNEXE'.

'in' is the link.

Can you help me to learn more?

(Other definitions for annexe that I've seen before include "Extension, supplement" , "Wing - extension" , "Addendum" , "Supplementary attached building" , "bit on the side?" .)

I've seen this clue in The Independent.

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