Malcolm,
Harbour must refer to the chamber in which she had Edward...it was far from private, as royal births had to be witnessed by everybody, but it must have been seen as some safe haven for the Queen. Most of the versions I've heard turned harbour to labour. Jane died, and Edward didn't last long himself. Then poor Lady Jane Grey got roped into assuming the throne, though she didn't want to, and ended up being beheaded, all because of her parent's and in-law's ambition.