The Countess of Carnarvon who presently resides with her husband at Highclere Castle in Hampshire has written a book about entertaining there. The house was the setting for the recent Downton Abbey TV series and is being open to the public more frequently based on the notoriety that production occasioned. See earlier post. The Daily Mail has published an excerpt from the book (At Home At Highclere: Entertaining At The Real Downton Abbey):
Today, more than 120 years on, we still entertain at Highclere, though perhaps not with the extravagance of those distant days when a future monarch [Edward VII, then Prince of Wales] came to stay. Nor can we match the hospitality of the 6th Earl and his wife Catherine in the 1930s, when London high society often descended on the castle and the place was such a byword for a good time that Evelyn Waugh described an especially comfortable weekend he’d been on as ‘very Highclere’.
Both of Waugh's wives were born into the family that lives at Highclere. His first wife's mother was actually raised there and the mother of his second wife was married to a younger son of that same generation. But your correspondent still hasn't found any record of Waugh's having visited there personally. He did make joking references to the house in letters, e.g., to Mary Lygon and Diana Cooper. Mark Amory explains this in his edition of Waugh's Letters (p. 71, n. 1):
Highclere Castle is the home of Lord Carnarvon. Lady Sibell Lygon had stayed there and referred to its splendor afterwards. The name was taken up and used to mean any grand house or sometimes any house at all.
So the joke, such as it was, was based on a visit by Mary Lygon's sister, not by Waugh. The mentions in Waugh's letters usually refer to Highclere ironically when describing a place that isn't up to Highclere's standards, as established by Sibell Lygon. For example, when Waugh stayed in a hotel in Guyana, he wrote "there was no bed & 3 scorpions on the floor and only corn beef to eat and no bread." He went on to conclude that when asked to sign the guest book, he wrote: "Exactly like Highclere," and then noted that the proprietor "was very puzzled & scratched his wool" (Idem).