I had an object in view, namely, to enter her room in her absence, and ascertain the nature of any letters or papers which might be in her possession. This I managed to effect, with the connivance of the chambermaid, on the following afternoon. Indeed, the chambermaid assisted me in my eager search, but beyond a few tradesmen’s bills and one or two unimportant private letters from friends addressed to her at the Royal Hotel at Ryde, I found nothing. The dispatch-box with the coronet was locked, and she carried the key upon her bangle. I made careful search through all her belongings, the chambermaid standing guard at the door the while, and in the pocket of one of her dresses hanging in the wardrobe I discovered a crumpled telegram.

I smoothed it out, and saw that it had been dispatched from Philippopolis, in Bulgaria, about three weeks before, and was addressed to “Mrs Grainger, Royal Hotel, Ryde.” Its purport, however, I was unable to learn, for it was either in cipher, or in the Slav language, of which I had no knowledge whatever.

Again baffled, I was about to relinquish my search, when, in the pocket of a long driving-coat of a light drab cloth, I found a letter addressed to her at Ryde, and evidently forwarded by the hotel-clerk.

I caught sight of my own name, and read it through with interest.

“I suppose you have already heard from your friend Gedge, who keeps you in touch with everything, all the most recent news of Heaton,” the letter ran. “It appears that he was found on the floor of one of the rooms at Denbury, with a wound in his head. He had suddenly gone out of his mind. The doctor said that the case was a serious one, but before arrangements could be made for placing him under restraint he had escaped, and nothing since has been heard of him. The common idea is that he has committed suicide owing to business complications. They are, to tell the truth, beginning to smell a rat in the City. The Prince’s concessions have not turned out all that they were supposed to be, and by a side wind I hear that your friend’s financial status, considerably weakened during the past few weeks, has, owing to his sudden and unaccountable disappearance, dropped down to zero. If you can find him, lose no time in doing so. Remember that he must not be allowed to open his mouth. He may, however, be still of use, for his credit has not altogether gone, and I hear he has a very satisfactory balance at his bankers. But find out all from Gedge, and then write to me.”

There was neither signature nor address.

The words, “he must not be allowed to open his mouth,” were, in themselves, ominous. Who, I wondered, was the writer of that letter? The postmark was that of “London, E.C.,” showing that it had been posted in the City.

I read it through a second time, then replaced it, and after some further search returned to my own room.

When the maid brought my hot water next morning she told me that Mrs Slade had announced her intention to leave at eleven o’clock; therefore I packed, and leaving slightly earlier, was enabled to follow her cab to Victoria Station, whence she travelled to Brighton, putting up at the Métropole. I pursued similar tactics to those I had adopted in London, staying in the same hotel and yet contriving never to be seen by her. She went out but seldom. Sometimes in the morning she would stroll beneath her pale mauve sunshade along the King’s Road, or at evening take an airing on the pier, but she apparently lived an aimless life, spending her time in reading novels in her own apartment. As far as I could learn, she met no one there, and only appeared to be killing time and waiting. After a fortnight she moved along to Hastings, thence to Ilfracombe, and afterwards to Hull.

We arrived at the North-Eastern Hotel at Hull one evening towards the end of August, having travelled by the express from London. Through nearly a month I had kept close watch upon her, yet none of her movements had been in the least suspicious. She lived well, always having her own sitting-room, although she had no maid. Those days of watchfulness were full of anxiety, and I had to resort to all sorts of ingenious devices to prevent observation and recognition.