It's a make-or-break moment for the band – if the prince does turn up, and likes them, their future is secure. If not, they could be out on the street and deported back to the US.
It's the 1930s and the scene is part of Stephen Poliakoff's new TV drama, Dancing On The Edge. In true Poliakoff style, it deals with immigration, racism and class, the advance of jazz and the cultural cross-fertilisation as Europe was on the brink of destruction.
The writer and director dreamt up the story when he was researching another drama, The Lost Prince, and happened to discover that the Duke of Windsor – Edward VIII – had hung out with the famous Duke Ellington band.
The Royal Family and the aristocracy were crazy about 'new' music, and would often go to see the latest jazz musicians perform.
In Dancing On The Edge, which runs over five consecutive nights, the British actor and star of The Shadow Line, Chiwetel Ejiofor, plays Louis Lester, leader of an all-black band.
Ejiofor says: "Some of the people you see the Louis Lester band being introduced are the aristocracy, who want to support his cause to help get his music out there."
But the man who most champions Louis and his group is an East Ender called Stanley (Brideshead Revisited's Matthew Goode) who edits The Music Express.
And the all-star cast includes Anthony Head as an aristocrat, John Goodman as a wealthy American, Doctor Who's Jenna-Louise Coleman, Jane Asher and Mel Smith.
Poliakoff believes the drama will resonate strongly with today's audience.
"Ultimately, racism never goes away," he says. "It's continuously a terrible problem. At this point in history, where we are today, it's important to recognise that good must win out."