A cloudless sky, a glassy sea flecked by the white sails of pleasure yachts, and ashore a crowd of well-dressed promenaders, the majority of whom were Londoners who, stifled in the dusty streets, were now seeking the fresh sea air of the Channel.

I had dressed leisurely for dinner in the Hotel Métropole, where I had taken up my abode, and about seven o’clock descended the steps, and, crossing the King’s Road to the asphalted promenade, set out to walk westward towards Hove.

Many things had happened since that well-remembered afternoon in July when Natalia had discovered the clever theft of Madame de Rosen’s letters, and I had, an hour later, ill though I was, sent to His Majesty that single word “Bathildis” and was granted immediate audience.

When I told him the facts he appeared interested, paced the room, and then snapped his fingers with a careless gesture. The little madcap had certainly annoyed him greatly, and though feigning indifference, he nevertheless appeared perplexed.

Natalia was called at once and questioned closely; she was the soul of honour and would reveal nothing of the secret. Afterwards I returned to the Embassy and summoned Hartwig, to inform him of the Grand Duchess’s loss. The renowned police official had since made diligent inquiry; indeed, the whole complicated machinery of the Russian criminal police had been put into motion, but all to no avail.

The theft was still an entire mystery.

As I approached the Lawns at Hove, those wide, grassy promenades beside the sea, I saw that many people were still lingering, enjoying the warm sunset, although the fashionable hour when women exercise their pet dogs, and idle men lounge and watch the crowd, had passed and the band had finished its performance.

My mind was filled by many serious apprehensions, as turning suddenly from the Lawns, I recrossed the road and entered Brunswick Square, that wide quadrangle of big, old-fashioned houses around a large railed-in garden filled with high oaks and beeches.

Before a drab, newly-painted house with a basement and art-green blinds, I halted, ascended the steps and rang.

A white-whiskered old manservant in funereal black bowed as I entered, and, casting off my overcoat, I followed the old fellow past a man who was seated demurely in the hall, to whom I nodded, and up thickly-carpeted stairs to the big white-enamelled drawing-room, where Natalia sprang up from a couch of daffodil silk and came forward to meet me with glad welcome and outstretched hand.