More on Queen Dick from Infoplease:

• Queen Dick - Queen Dick Richard Cromwell is sometimes so called. (See Dick, Greek Calends.) Source: Dictionary ...
• Dick - Dick That happened in the reign of Queen Dick—i.e. never; there never was a Queen Richard. ...
• Never - Never There are numerous locutions to express this idea; as- At the coming of the Coqueligrues ...
• Dictionary of Phrase and Fable: Q - Definitions, origins, and illustrative excerpts for words, phases, and literary allusions starting with "Q"