But despite Holly commending him on what he did to try and save Keith's life, Tony insisted he was just doing what he had been trained to do, adding: "I'm not fearless, I'm not a hero..."
A floral tribute left by a member of the public sits next to a photo of Pc Keith Palmer in London.
Murphy, owner of Murphy's Guitars, said Kurt Cochran regularly came to his shop to buy recording equipment for the studio where he tried to help young bands get started by charging them very little. Khan's note said: "You will always be in our hearts".
One woman who said she had her life saved by Pc Palmer when she worked as a police officer paid tribute to the "absolutely lovely man".
The manager of a hotel where the London attacker stayed the night before he plowed his 4x4 into pedestrians on Westminster Bridge and then stabbed a police officer at Parliament says he seemed unusually outgoing and mentioned details about his family, including having a sick father.
"PC Keith Palmer, who lost his life while trying to protect our democracy".
The man who carried out the attack was British born and known to M-I-5.
He also killed Aysha Frade, a mother who was on the school run, American tourist Kurt W. Cochran, who was in the United Kingdom to celebrate his 25th wedding anniversary, and 75-year-old Leslie Rhodes from Streatham who died last night.
Jay Morris, a surgeon from Seattle on holidays with his wife Jilan Liu and niece Zoe, said the officer had opened a gate into the secure area to let people in and that Masood had followed through the same opening.
Unarmed Pc Keith Palmer was stabbed by terrorist Khalid Masood in an 82 seconds-long rampage in London which killed three other people who had been on Westminster Bridge.
"Unfortunately, despite our best efforts we were unable to save him", said Captain Crofts. I want to express my heartfelt condolences to his family, his colleagues and his friends at this incredibly hard time.
London's Air Ambulance, which played a key role in the immediate response to the Westminster attacks, has confirmed £10,000 was raised within 24 hours.
Asked if the family had been told, he said: 'They are fully aware of it, and they are overwhelmed by it, as they are overwhelmed about everything that's happening at the moment.
He said: "There were a huge number of people who came over".