A "substantial number of complaints" were made about the Forbidden Forest festival at Wymeswold Airfield.
Counter terrorism officers are searching addresses in Birmingham, Coventry and Leicester.
The note was written to a bodyguard and was signed by the princess and Princes William and Harry.
Mohanial Rajani claimed to be a god and said the women had to perform "devotions" for him.
Send us your questions about the area and we'll investigate.
Leicestershire's Mohammad Abbas takes 10 wickets in two sessions as Durham lose 20 wickets on day two in a heavy loss.
Leicester second row Will Spencer is banned for four weeks after being sent off for a dangerous tackle in his side's Premiership match with Wasps.
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