The princess raised an eyebrow and smiled again. ‘Produce your rabbits,’ she said.

Lily was pleased to have raised both pencilled eyebrows when she handed over the photograph of the Koptyaki grave.

‘But this is …’

‘Given to me by His Royal Highness. And I am delighted to have it. If there’s anything our secret service is good at, it’s spotting secrets and decoding messages. One look at this and the interpretation was clear.’

The princess peered more closely at the picture. On the hook, Lily judged. She launched, in a confiding, excited but carrying voice, into Sandilands’ invention of Romanov survival. She noted that, by the end of her account, the princess was looking pale and disturbed, thin fingers twisting in the pearls at her throat. ‘And all escaped? Is this what your government is thinking?’ she murmured. ‘The painting had not spoken to me.’ She placed the picture on the table at her side, not offering to return it.

Lily dived into the bag again and took out the Californian letter.

‘For Anna? But this has been opened,’ the princess objected, before correcting herself. ‘Ah. Yes, of course … it would have been opened.’

She listened carefully to Lily’s prepared explanation and nodded her understanding. Unfolding the letter itself, she gasped as the lock of hair became visible. Mastering her emotion, she read the letter and read it again. She held it to the light and examined the watermark. With a quivering hand she extracted a slender skein of hairs from the thick lock and wound it round a finger, tears gathering in her eyes. Then she replaced the letter in its envelope. This also came in for scrutiny.

‘We haven’t finished yet,’ said Lily. ‘Here’s a news cutting explaining the letter. Perhaps you saw this? Tatiana has been indiscreet, clearly. Distance from the centre of things leads to lack of concentration. Our consul is aware and taking steps. But in San Francisco she remains for the foreseeable future. Last exhibit: a passage to San Francisco for Anna Petrovna.’

Lily talked on, delivering her rehearsed speeches, reacting to the princess’s sharp questions when they came. She gave information when she could, admitted ignorance where an answer was outside her brief or her invention. And the moment came for her departure.