Anne wrote her sister a letter full of remonstrance, praising the virtues of Lady Marlborough, and refusing to part with her. The only reply she got was an official message from Queen Mary, warning Lord and Lady Marlborough to remain no longer at the palace.
But Anne was determined not to part with her favorite, so politely informed the queen rather than do so she herself would depart. She then applied to the Duchess of Somerset for the loan of her Sion house for the summer, and received the reply, "that Sion house was entirely at her service."
King William had requested the Duke of Somerset not to grant the demand of Princess Anne; and finding that he had not been obeyed, he determined on a petty revenge, rather unusual with him. He ordered that Anne should be deprived of the guards that had attended her ever since her father had allowed her to set up an establishment of her own. This was a serious matter, because highwaymen infested all the roads in the vicinity of London, and the princess was really stopped once when driving out, and robbed of all the jewels and money she had with her. The king and queen were very much censured for allowing their sister to go about in such an unprotected state. This was done by means of placards and circulars; for there were no daily papers in those days for the expression of public opinion, and, as a rule, they were made out in rhyme. Sometimes they were set to music and sung about the streets or in the various coffee-houses. William returned to his Flemish campaign again in March, and left his wife to govern alone for the third time. Previous to his departure he had signed the warrant which authorized the massacre of Glencove. A hundred men, women, and children were slaughtered in cold blood in this Highland glen; but William was probably ignorant of the details of this atrocious crime, which cast a dark shadow over his glory. He may have thought that the intention of his agents in Scotland was merely to extirpate a band of thieves, but such was not the case; theirs was an act of outrageous cruelty prompted by revenge, and William was too much interested in his campaign to pay much attention to it.
One of Mary's first public acts after her husband's departure was to review a band of ten thousand men in Hyde Park, who were destined to defend the capital in case of an invasion from France. Next she sent Russell, an arrogant, dishonest politician, in charge of the English navy, to combine with the Dutch fleet in opposition to the French. It was necessity that compelled the queen to choose Russell for her admiral: she would have preferred the more able Marlborough; but as he was now an open enemy, ready at a moment's notice to fly to the side of King James, that could not be.
Princess Anne was seriously ill a short time after, and the queen went to see her as soon as she heard of it; but instead of talking kindly to her sister, and expressing sympathy, she merely sat by her bedside for a few moments, and then said: "I have made the first step towards reconciliation by coming to you, and I now hope that you will make the next by dismissing Lady Marlborough." The remark was certainly ill-timed, and no doubt the queen regretted it later; but she never told her sister so, and they remained enemies to the end. Anne's reply, which was made in a weak, trembling voice on account of her illness, was: "I have never in my life disobeyed your majesty but in this one particular, and I hope at some time or other it will appear as unreasonable to your majesty as it does now to me." Queen Mary immediately arose and took her departure, but repeated to Prince George, as he was leading her to her carriage, precisely what she had said to his wife. An attack of fever followed her sister's visit, and for several days Anne's life was despaired of, but she recovered at last. No sooner was her convalescence established, however, than she was thrown into a dreadful state of distress, because the queen had ordered Marlborough to be arrested and hurried off to the Tower. The charge brought against him was that he was in correspondence with the court at St. Germain; and while the French invasion threatened Mary thought best to secure herself against his treachery by putting him safely out of the way.
Princess Anne considered herself a very ill-used sister, and never lost an opportunity of appearing in the attitude of injured innocence, so she wrote to Stillingfleet, Bishop of Worcester, and requested him to come to her. He obeyed, and she showed him a letter she had written her sister, the queen, in which she requested permission to wait upon her majesty, but dared not do so without it, because of the displeasure she had incurred. At the conclusion of the letter the princess added, that she would not think of returning to the Cockpit to live unless it was agreeable to her majesty. Anne's reason for sending this submissive document through the Bishop of Worcester, was that she wanted everybody to know she had tried to act in a friendly manner towards her sister.
After reading the letter the bishop consented to be the bearer of it, and the reply he brought back was decided and formal.