When Margaret tells Jenny the story of her affair with Chris and subsequent marriage to Mr. Grey, she makes a remark that foreshadows the revelation of her son's death:
Then there had come a time when she had been very much upset; she glared a little wildly at me as she said this, as if she would faint if I asked her any questions.
Margaret's reference to this mysterious, difficult time in her life is overt enough that Jenny notices and remarks upon it to herself. However, since Margaret clearly doesn't want to elaborate, Jenny drops the subject. And in the flow of events, it's easy for the reader to forget about this ominous hint. Ultimately, Margaret sees a picture of Chris's dead son at Baldry Court and realizes that they both lost children to illness at around the same time. Although she doesn't explicitly connect this revelation to her earlier hint at this difficult time in her life, Jenny understands that Margaret was alluding to her child's death.
Ultimately, Chris's dead child is the agent of his "cure": when Margaret shows him the child's possessions, he regains his memory, and their relationship inevitably ends. In this sense, the initial moment of foreshadowing hints at two tragedies: the revelation of the children's deaths and the impossibility of Chris and Margaret's relationship in the face of war and marriage.
