No. 3.

ENIGMA.

My first is in vain, but not in proud.
My second is in wind, but not in cloud.
My third is in cat, but not in dog.
My fourth is in timber, but not in log.
My fifth is in foot, but not in head.
My sixth is in silver, but not in lead.
My seventh is in ink, but not in pen.
My eighth is in cave, but not in den.
These hidden letters, set in place,
Reveal a lady of royal race.
Theresa.