... But loosely connected 3 books about the Alastair-family

These Old Shades (The Page and the Duchess), Devil's Cub (escapades), and Infamous Army (Barbara and the Battle of Waterloo) are not really a Trilogy but loosely connected 3 books about the Alastair-family. Justin Alastair, Duke of Avon and Leonie (These Old Shades) are the parents of Dominic Alastair, Lord Vidal (Devil's Cub). He and his wife Mary are the grandparents of Lady Barbara Childe, and They make a short appearance in An Infamous Army, Which Focuses for the most part on the History of the Battle of Waterloo, rather than the romance (but the love story is very sweet and very Heyer nonetheless).
Both These Old Shades and Devil's Cub would be on my top five list Georgette Heyer, If I had to make one (would be a hard task for me, too, Because I Love most of her books).