Lord Montague comes to Juliet's grave and announces to the Prince that:
Alas, my liege, my wife is dead tonight.
Grief of my son’s exile hath stopped her breath.
What further woe conspires against mine age?
From this statement, we know that Lady Montague has died the night before of grief brought on by the endless feud, culminating, she thinks, in her son's exile. Lord Montague doesn't know at this instant that events are even worse than he already imagines. Only a moment later, however, Lord Montague will realize his son is dead and exclaim in sorrow:
O thou untaught! What manners is in this,
To press before thy father to a grave?
How, he asks his dead son, can you so upset the order of things that you, the son, die before the father?
In some sense, it is a mercy that Lady Montague has been spared the knowledge of her son's death.
Though neither character has a large role in the play, both Montague parents show themselves to be loving and caring towards their son. Lord Montague's worry over Romeo's mooning around is what leads Benvolio to invite Romeo to the Capulet's party, leading to the fateful encounter with Juliet. Lady Montague's unhappiness over being separated from her son seems to have the final straw in her distress over the feud—we remember her trying to stop her husband from joining the street brawl in the play's opening scene. The otherwise loving feelings the Montagues exhibit emphasize how destructive and aberrant the feud is.
In Act 5, Scene 3 of the play, Lord Montague enters the stage declaring that “grief of my son’s exile hath stopped her [Lady Montague’s] breath.” He also gives a time frame for the death, saying that it has occurred “this night”. The suddenness of the death gives some clue as to its nature; although it was actually believed in the Elizabethan period that it was possible to die of grief, these sorts of deaths were usually preceded by prolonged periods of depression where the person would confine themselves to bed. As Lady Montague’s death was so sudden, we can infer that she had probably been overcome with shock upon hearing of her son’s exile, resulting in a heart attack or similar sudden death caused by shock.
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