The first was an appointment at the Foreign Office, and there he was closeted with the Secretary of State for a solid two hours, while I was kicking my heels in a waiting-room. His last words to me had been exceedingly disappointing.

"You must forgive me for not taking you with me, Anstruther," he said, "but the matter I am engaged upon is of such an exceedingly confidential nature that I dare not disclose it to any one, except the Ministers themselves."

I simply bowed my acquiescence and said nothing.

But being left alone in the waiting-room, which was liberally supplied with writing materials, I industriously filled up my time by writing letters.

First, of course, to Dolores, whom I had left but an hour before at Claridge's, and to whom I yet felt constrained to pour forth my soul on paper.

The feeling, I have no doubt, was a mutual one, as when I returned to my hotel to dress, there was handed to me as usual a letter from Dolores, giving me an account of her morning's proceedings.

Having disposed of my letter to her on this particular morning, I wrote to my cousin St. Nivel.

"As for solving the mystery of the old lady at Bath and her casket," I wrote, "whether she is alive or dead, and why she sent me to Valoro, all, my dear Jack, are to me at the present moment as great a mystery as the reason why His Serene Highness the Duke of Rittersheim should want to shoot me at a battue down in Norfolk!

"I go about with Don Juan d'Alta, and I might just as well be walking about with one of the lions in Trafalgar Square for all the information I get out of him. His is the silence of the old diplomatist."

To Ethel I sent my love; she was pretty well informed of our movements, as she and Dolores had become fast friends, and corresponded twice or thrice a week.