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Margaret’s own brief account2 of Reilly’s life is completely silent on personal and marital matters generally. In fact, one could be forgiven for gaining the impression that they were anything but a devoted, albeit distant, couple. Some twenty years later, while working in Brussels as a governess in the household of Robert Messenger and his wife, she confided to Mrs Messenger that she had loved Reilly ‘with complete abandon, but that his many betrayals and affairs with other women had turned her love into hatred’.3 Although particularly hurt by his affair with Eve Lavallière, the wife of the director of the Parisian Théâtre de Variétés, she was never disparaging in any way about her husband, at least not in the hearing of Mrs Messenger.4 It would not appear, however, that it was this particular betrayal that caused Margaret the greatest distress, but a much greater sin in her eyes – that of bigamy.

This traumatic discovery while in St Petersburg apparently led Margaret to make an attempt on her own life. According to Mrs Messenger, Margaret had taken a pistol that Reilly kept in his desk drawer and shot herself in the eye. By some miracle she survived, but spent six weeks in a coma. As a result of losing her right eyeball she was given a glass eye.5 How Margaret managed to shoot herself in the eye without causing serious brain damage, let alone killing herself, is at first hard to fathom. It has been known, however, for those attempting suicide in this way to place the gun against the temple, behind the eye socket, rather than further back to the ear. A shot in the region of the ear would impact into the brain, whereas a shot to the forward region of the temple would enter the cavity behind the eye socket and depending upon the angle, exit through the eye or nose. Even this lucky escape would have meant tissue, skin and bone damage to the temple, eye and nose. British diplomat Darrell Wilson, who met Margaret in May 1931, when she was seeking to renew her passport, gives confirmation of this.6 According to Wilson, ‘Mrs Reilly is of a nervous disposition and bears the trace of an attempt to commit suicide by shooting herself through the right temple, when she found her husband had committed bigamy’.7

When, after six weeks, she came out of the coma, Reilly was nowhere to be found. The issue of bigamy does, of course, raise the question of with whom it was committed, for it was to be another two years before he met Nadezhda Zalessky and a further four years before they married. This account therefore gives further credence to the possibility that Reilly had indeed married a hitherto unknown bride at some point after the Russo-Japanese war, as discussed at the end of Chapter Three.

No word of Margaret’s attempted suicide appears in Ace of Spies, which contends that Reilly bribed her to leave St Petersburg.8 Through Boris Suvorin, part of the Suvorin family, proprietors of the Novoe Vremia newspaper, Reilly then supposedly planted a story in Novoe Vremia that a Red Cross ambulance had swerved off a mountain road in Bulgaria and fallen into a ravine killing several nurses, ‘including a Mrs Reilly who until recently was a resident in St Petersburg’.9 One can only assume that Lockhart himself was somewhat unsure about this tale, as in his follow-up book on Reilly10 he refers to him ‘placing a false news item in the Russian press about a railway accident in which several people had been killed, including Mrs Reilly’.11 A comprehensive search of Novoe Vremia during this period failed to unearth any item about the death of a Mrs Reilly, in either an ambulance or a train accident.

Although the ambulance story is somewhat out of place, in that no situation requiring the presence of Red Cross volunteers existed in Bulgaria in 1909, Novoe Vremia coverage of the first and second Balkan wars, fought between October 1912 and August 1913, yielded a surprise result. On 8 November 1912 Novoe Vremia12 reported that an English medical team of thirty-eight persons had arrived in Sophia, Bulgaria. According to the Red Cross, the female volunteers included a Mrs M. Reilly.13

As a ten-year-old, Leon Messenger was enthralled by the fact that his governess, whom he knew as Daisy, was the wife of the legendary spy Sidney Reilly. His recollections provide a rare window into Margaret’s personality and outlook on the world, which was no doubt shaped by her earlier life. Although Irish by birth, it is clear that Margaret not only regarded herself as English, but as belonging to the upper class. Messenger remembers her as ‘well educated and well read… in every respect a cultured Englishwoman who spoke in upper-class accents and was to everybody who met her… the perfect embodiment of a cultured lady’.14 His reminis-cences on her outlook are equally fascinating: on their long walks in the woods and parks, ‘she would talk about the glories of England… the greatness of the British Empire and the white man’s burden’.15

Although Margaret and Sidney were clearly leading separate lives, and always would, there was never any possibility in her mind that she would grant him a divorce. Whether this was dictated by her Catholic faith or by a hardheaded recognition that while she was legally Mrs Reilly she would always have a financial call on him, is open to question. By 1910 she was thirty-six years old, down on her luck and physically disfigured. In these circumstances it is hardly surprising that she would not voluntarily sever her hold over him. Whether Margaret was ever aware of Nadezhda Zalessky is unknown. Certainly Nadezhda had no knowledge of her. Margaret was long gone from St Petersburg by the time Reilly met Nadezhda, to whom he presented himself as a bachelor.

Born Nadezhda Massino in Poltava, Ukraine, on 26 March 1885,16 the daughter of Lt-Col. Petr Massino and his wife Varvara Kondratyevna Brodskaya, she was the second of four children.17 Both parents were Jewish by origin, but had converted to Orthodox Christianity. Like Reilly, Nadezhda later drew a veil over her family origins by claiming they were Swiss by descent. In 1907 she married Petr Ivanovich Zalessky, a naval lieutenant who had taken part in the defence of Port Arthur during the siege of 1904.18 It was in Port Arthur that Zalessky first met Admiral Grigorovich, to whom he was appointed aide-de-camp when the admiral became Minister for Marine. This was a particularly important time for the Ministry of Marine, which was responsible for rebuilding the Russian fleet which had suffered such a catastrophic defeat at the hands of Japan. Their home at 2 Admiralty Quay, St Petersburg,19 was often the venue for parties and receptions, which were attended by high-ranking military and naval officials as well as senior politicians and members of the Russian Court.