Stephen Kinnock was having “a pint and a few sandwiches” in the Aberavon Wizards rugby club when the exit poll came through at 10pm on election night, to be met with a gasp, as in so many places around the country.

As Labour’s candidate for the local seat of Aberavon, Kinnock’s thoughts inevitably turned to his own race, as well as the national result. Happily, though this was his first parliamentary campaign, there were a couple of old hands around with whom to discuss events. Among them was his father Neil – now Lord – Kinnock, who had lived through not one but two nights like this as Labour party leader, at least one of them, in 1992, every bit as painful.

So what did he and his father talk about at that point, given that, a few days before polling day, the younger Kinnock revealed that Neil had been an “important” sounding board for Ed Miliband during the campaign? “We talked about how much our heart would go out to Ed. We both thought that Ed fought a brilliant campaign …”

He spins off deftly into a recitation of the former leader’s strengths. “And, of course, what he was going through that night was not a million miles away from what dad went through in 92, so there were close parallels.” (Alas, we don’t know how close – Kinnock senior famously punched a wall when that result came through.)

A few days after that painful evening, I meet the now Stephen Kinnock MP – Aberavon has been Labour for ever, and he won comfortably – in a cafe inside Portcullis House from which, after his newly hired researcher leaves to meet the photographer, neither of us can immediately find our way out. “People keep coming up to me and saying: ‘Oh, you must know this place like the back of your hand.’ And I say: ‘No, actually, I’ve got lost six times already.’” Otherwise, he says, people will say: “‘Oh, yeah, I remember XYZ who was the deputy secretary general of Aslef in 1986.’ And you go: ‘OK, well I was 16 years old then and I was otherwise engaged.’”

It is not only as Neil and Glenys’s son that Kinnock, 45, stands out among the clutch of delightedly bewildered new MPs who have spent the past week collecting security passes, appointing staff and setting up email accounts from their laptops while waiting to be assigned an office. He professes to be surprised that, after a Saturday morning spent addressing a rally of Port Talbot steelworkers who are balloting over industrial action against proposed pension changes (“I thought: Back to the Future”), so many radio and TV interviewers wanted to speak to him. I suspect it was not just because, as he surmises, “they were just trying to find new MPs to speak to”.

Also present at Kinnock’s Aberavon count, wearing a scarlet rosette and trailed by a respectable proportion of her country’s media, was his wife, Helle Thorning-Schmidt, the prime minister of Denmark. The couple’s older daughter Johanna, who is 19, was there too. Kinnock himself might be a pleasant-looking but fairly unremarkable former businessman turned backbencher, but his family circumstances are altogether more intriguing.

Which is not to say he is terrifically keen on talking about them. Did Neil call Miliband that night after the exit poll dropped? Kinnock looks a little uncomfortable. “Erm. He may well have done. I don’t really know. There was such a rush …” He mutters something about having to dash to the count. “You’d have to ask him.”

It’s a long-practised habit for Kinnock, one suspects, to neatly sidestep questions about Neil without a beat – and really, who can blame him? He was 13 when his father became Labour leader and the butt of the cruellest tabloid mockery, and the son inevitably fell victim to playground abuse as footage of his father being felled by a wave repeated, endlessly, on TV. After a degree in modern languages from Cambridge, he has said: “One of the things I knew I wanted to do was get away. I wanted to get out from under my father’s shadow, and one way of doing that was by living and working in other countries.”

So he went to the College of Europe in Bruges, training ground of the Eurocratic elite, worked as a researcher at the European parliament, for the British Council in Brussels, St Petersburg and Sierra Leone, joined the World Economic Forum in Geneva and, in 2012, moved to London (where he had grown up) to work for a consultancy advising on green energy.

And yet such a habitual guardedness makes getting a sense of the man behind the surname very difficult. Ask about the family’s pain at the 92 result and he talks about it in the context of his party. Ask why, after more than 20 years abroad, he is no longer running from his father’s shadow but happy to follow him into parliament, and he talks about public service and the “honour and privilege” of representing Aberavon. Ask about his emotions on stepping, at last, into the place in which his father was such a dominant figure, and he says: “I’m just absolutely fired up about getting on with this job, getting my sleeves rolled up, getting stuck in to the government.”

The only time I see him slightly off balance is when I mention his friendship with Nick Clegg – they worked together in Brussels and Clegg attended his wedding – at which point Kinnock colours unexpectedly, as though he were the first politician to be friendly with someone from another party, and jokes about his “dirty secret”. He hasn’t been in touch with the former Lib Dem leader for “a long time”, he says carefully.

On his unconventional marriage, however, Kinnock returns to a very practised shtick. He and Thorning-Schmidt met in 1992 when they were both postgraduates, and married in 1996 while both working in Brussels. But when she moved back to Copenhagen to stand for the Folketing or Danish parliament in 2005, he opted not to follow her and the two girls, and they have not lived in the same country since.

“We are certainly not the only couple who do that. Having worked internationally I have seen absolutely loads of couples who see each other when they can and, for professional reasons, are based in other parts of the world.” He mentions people who work on an oil rig, are in the army or drive long-distance lorries.

Plenty of people find it odd – the couple have been forced to deny muttering in Denmark that Kinnock is gay, or that he was avoiding Danish taxes. He says simply: “Sometimes the circumstances of your life dictate how you live, and then you have to make compromises to cope with that. That’s how Helle and I have always done, and it works for us.”

So how does he plan to juggle his new, multi-city working and personal life: constituents in south Wales, office in London, one daughter at school in the UK, another daughter and his wife in Copenhagen. “I will live as every other MP: in Westminster Monday to Thursday, and in the constituency at the weekends. That will be how I will be living my life. We are really looking forward to a very nice holiday in July when parliament rises, and, uh, you know, that’s when we are going to recharge our batteries, spend some lovely time with Helle and the kids, um, and we see where we go from there.”

So how frequently does he anticipate he will see his wife? “I simply cannot answer that question.” It sounds like it won’t be very often at all. “I think it won’t be as often as someone who has a standard nine to five …”

His wife will be running for re-election at some point before September – will he be doing any campaigning with her? The answer is abrupt. “No, I won’t be. No, I, uh … We will be staying in touch on a very regular basis, and I’m clearly going to be giving her all the moral support that I can … I will be wishing her all the very best for the election.”

Thorning-Schmidt, as leader of the Social Democrats, has led a wobbly centre-left coalition government since 2011 as “statsminister” – a term that viewers of the Danish political drama Borgen, about a female Danish PM leading a wobbly coalition government, will recognise. The series began before Thorning-Schmidt’s election, but still – has Kinnock watched it? “I watched the first series, but then I didn’t watch the other ones.” So he missed the part when the prime minister’s husband has an affair and then leaves her? “Oh, is that what happens? I haven’t seen that.”

Surely he must acknowledge to himself from time to time that he leads a strange life? “I think it’s unique. I don’t know what a strange life is. What is ‘strange’? There are millions and millions of different ways of living your life and I think it’s impossible to attach a value judgment to the way people have decided to live their lives. That’s the decision that they take.”

And yet such questions, as he joins her as a public figure, are likely only to become more frequent. It’s the curse of the “Westminster bubble”, he says, to question the motives of those who, in his description of himself and his wife, “burn for public service”, or wonder what bigger ambition underlies a willingness to spend weekends alone in a rented flat in a south Wales town where Kinnock has never lived.

Whether or not anyone chooses to believe him, Kinnock insists that his two decades’ experience abroad makes him “phlegmatic” about promotions within the party. “Now I am in this bubble and I hope it goes well for me, but, you know, I am not going to tie myself in knots about who gets which job.”

The irony, for Kinnock, is that whatever his family history, he is almost a Labour outsider in Westminster – he says he doesn’t really know most of the party’s leadership candidates, for instance – which he believes gives him a fresher perspective than many on its woes.

So where does he think Labour went wrong? Kinnock has a favoured image that he returns to frequently of a three-legged stool propped up by equal legs of community, fairness and, crucially, aspiration. The party got the emphasis of that triple offer wrong, he says, and so its platform was unbalanced.

“So one of the things we need to say more clearly to CEOs is that equality is good for business, fairness is good for business. If you are running a business and you have 100 or 10 employees, you need them to be well-educated, to have a healthcare system that works, infrastructure that gets them to work on time, so for me it’s about making the business case for equality.”

More fundamentally, he says, given its Scottish calamity, Labour should think radically and propose a bold new settlement for the UK. “We need to look very seriously at federalising the United Kingdom. We can’t just carry on with the sticking-plaster approach, we need a modern constitution that sets out very clearly where the English regions sit vis-a-vis Wales, Scotland and Northern Ireland, a very clear definition of the House of Lords, a very clear separation of powers, so that we take decision-making as closely as possible to the people across the UK.”

There should be a year-long national conversation, he suggests, before a new federal settlement is put to the whole country in a referendum. Should Labour adopt that as policy? “Yes, yes. We need to think radically.”

The need for radical thought applies to the party itself, too. North of the border, he says, “I think there is potentially a case for reconstituting the Scottish Labour party, maybe even calling it the Scottish Democratic Labour party. Or the Scottish Radicals. Or the Scottish Progressive party.” He later clarifies that “the word ‘Labour’ has to stay in there, because we are the party that believes in productive, fulfilling work.” But otherwise, he says, if the Scottish result requires Labour “to do some kind of radical rethinking and rebranding to make it clear to people that we understand the unique nature of what has happened in Scotland, but that it must sit within a strong and cohesive union, then so be it”.

I don’t doubt that Kinnock, for now, wants to get stuck in to being a constituency MP. But he certainly has pretty strident thoughts on the party’s future. And his wife became leader of her party just two months after being elected as an MP. When Labour selects its own leader in September, he’ll have racked up three. Tempted at all to throw his own hat into the ring?

“What, oh, you mean … ?” He laughs for a long time. “No. Erm. We’ve got a really talented bench of people there as potential candidates, and I’m really thankful for that, because in the end I will have to put my cross in the ballot somewhere. There are a number of candidates who I think can and will do a fantastic job. I just hope that we have the courage of our convictions and that we are radical.”

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