“I’ll bring my aunt to call on you very soon,” she said, as we parted. “I will send you a line to say the day.”

“Yes, do, mademoiselle, I shall be greatly charmed. Au revoir!” and I lifted my hat as she gave me her tiny, white-gloved hand and then turned away.

Next afternoon, while in the car near the theatre, I saw her driving with a dark-bearded, well-dressed young man, whom I afterwards discovered was the Marquis.

She saw me raise my hat, blushed in confusion, and gave me a slight bow of acknowledgment.

That evening I made a discovery considerably increasing the puzzle.

I met the mysterious Mr Wilkinson face to face in the hall of the Hôtel de France, whither I had gone to pay a call upon some English friends who had just arrived.

Wearing the same brown suit, he passed me by and left the hotel, for he was unacquainted with me, and therefore unaware of my presence. From the hall-porter I learnt that “Mr James Wilkinson, of London”—as he had registered in the hotel-book—had been there for the past three days.

For four days I awaited Madame’s visit, but no note came from Elise. The latter was, no doubt, too occupied with her Italian lover. I could not write to her, as she had not given me the name by which she was known at the Excelsior.

Compelled, therefore, to play a waiting game, I remained with my eyes ever open to catch sight of one or other of the mysterious quartette. But I was disappointed, for on this fifth day I made inquiry, and to my utter dismay discovered that the same tactics had been adopted in Palermo as in Abbazia.

The whole four had suddenly disappeared!