According to Wikipedia: Rudolf Hess, in May 1941, was the last state prisoner to be held in the Tower of London (my italics). But the Kray twins "were imprisoned [there] for a few days in 1952 for failing to report for national service."
And that's not all. On 15 August 1941, in between Hess and the Krays, the Nazi spy Josef Jakobs was shot by a firing squad in the Tower. Was he held in the Tower? Well I doubt if he went there voluntarily, but whether he spent a night there, I don't know. Is that how you define "being held"? I don't know that either!
In any case: if the answer to the MQL question is not Hess, it should, IMHO, be the Kray twins. However ungrammatical that may be.
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