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That evening Alix and I started the chore of signing Christmas cards. My festive spirit is well tested in the days before Christmas and I must admit to unparliamentary language when Alix produces yet another stack for me to attend to. However I was able to report that everything else was in hand.

“Have you addressed a card to your Mama?” she asked.

“I’m summoning my strength,” I said. Because of the Baccarat business, I was not in the best odour with the Queen. I confess to some relief that we wouldn’t be required to show our faces at Balmoral over Christmas. Mama deplores gambling of any sort, even on horses, and she was incensed that I might be required to appear as a witness. I wasn’t too sanguine at the prospect myself.

A week passed. The Christmas preparations went well. The magic lantern was found and tested. Hammond did his digging and the tree was erected in the ballroom. It took six men to lift it onto a trolley and trundle it through the house. We had immense fun with the stepladder used to hang the decorations, or, rather, I did, telling Alix I could see up to her knees and beyond when she was standing above me — which was true. She almost fell off through trying to adjust her skirt. She refused to go up again, so I invited one of her ladies-in-waiting to take her place and the girl turned as red as a holly berry and Alix was not at all amused. And then we had a jolly conversation of double-entendres about the pretty sights on view. I thought it jolly, anyway. I know a few ladies who would have thought it exceedingly funny.

A card arrived from Mama thanking me for mine and wishing me the blessings of Our Lord and a New Year of duty and decorum. She never gives up. I’m told she was full of fun in her youth. It’s hard to imagine.

The one small anxiety in our arrangements was that the jewellery hadn’t arrived by the end of December 22nd. I know Mr Garrard had promised to deliver by the day following, but in previous years he had always managed to get the consignment to us a day or so early. That evening I spoke to Knollys. He, too, was getting worried.

“Just to be sure, I’ll send a telegraph,” he said.

Oh, my stars and garters, what a shock awaited us! Next morning Mr Garrard wired back the following message:

Items were despatched December 21st. Cannot understand what has happened. Am coming personally by first available train.

Notwithstanding three inches of overnight snow, he was with us by midday, and I have never seen a man so discomposed. Quivering like a debutante’s fan, he was practically in tears. “I had my people working day and night to complete the order. Your Royal Highness,” he informed me. “It was all done, every item boxed up. I checked it myself, three times.”

“You can look me in the eye, Garrard,” I said. “I believe you. I’ve never had reason to doubt you before. Tell me, what arrangements did you make for the consignment to be delivered to Sandringham?”

“A personal messenger, sir. A young man who has worked for me for two years and whom I trust absolutely. He happens to live in Norfolk and wanted to visit his parents for Christmas, so I entrusted him with the valise containing the jewellery.”

“Where precisely in Norfolk?”

“Oh, he was coming here first, sir. That was my firm instruction.”

“Where, Mr Garrard?”

“A village called Holkham Staith, not fifteen miles from here, but that’s hardly the point.”

“I’ll be the judge of what is the point,” I said. He didn’t know it, and not many do, but I’ve had a certain amount of success as an amateur detective. My investigative skills are known only to my intimates. “I know Holkham.” I also knew a limerick about a young fellow of Holkham, but this wasn’t the moment to speak it. “What’s the young man’s name?”

“Digby, sir. Horace Digby.”

“It sounds respectable.”

“He’s of good family, sir. He’s related to the Digbys of Denbighshire.”

“It doesn’t always follow that good blood will out. What were your instructions to Digby?”

“To take the train to Lynn, never letting go of the valise, and then hire a cab to convey him here.”

“You saw him depart on the 21st?”

“I did, sir. I watched him get into a cab outside my shop in the Haymarket.”

“Well, gentlemen,” I said with all the authority of an experienced investigator, “we’ll not solve the mystery by standing here. We must drive out to Lynn and see if Digby arrived.”

Garrard rather undermined my announcement. “Sir, I already spoke to the stationmaster when I got in this morning. He confirmed that a young man answering Digby’s description alighted at the station at noon on the 21st and hailed a four-wheeled cab.”

“And what is the description Digby answers to?”

“Tall, very tall, about six foot three, lean, and wearing a Norfolk jacket with a distinctive green and yellow tweed design.”

“Sounds hideous. Hat?”

“A brown bowler, sir.”

“Well, if he hailed a cab at Lynn and it didn’t get here, where would he have gone?”

“Holkham?” Knollys suggested.

“My thought exactly. Let’s track the quarry to his lair.”

In no time we were in one of my two-horse carriages gliding through the snowy landscape. In any other circumstances it would have been a delightful drive, with a clear blue sky above. My driver knew the route to Holkham and so do I, for that’s where the Earl of Leicester resides and he’s a shooting man. We once bagged upwards of 1,600 fowl there in a single day — sixteen guns, that is.

This time we weren’t bound for Holkham Hall unfortunately. Far from being of good family, as Garrard claimed, Digby’s people were in trade, as horse dealers. I didn’t much care for them and I don’t think they cared for me, even when Knollys told them who I was.

“We ’aven’t seen ’un in weeks,” was the reply to my question.

“Your Royal Highness,” Knollys prompted the man.

“Months,” the man added. “When was it we last saw ‘’Orace, Betty?”

“’Orse fair,” the mother said.

“We ’aven’t seen ’un since ’orse fair,” the man said.

“Your Royal Highness,” Knollys said.

“Not that we don’t trust you, but we’d like to look around your property,” I said. “Your son has disappeared with a substantial amount of jewellery and a silver inkstand.”

“What would we be doing with a silver inkstand?” the man said.

“What would anybody be doing with a silver inkstand?” the woman said.

Knollys was about to say his piece again, but I flapped my hand.

I started a cigar before going inside. You never know what vapours you will encounter in such a household. Without being uncivil to the Queen’s humble subjects, I have to say that this wasn’t Holkham Hall. The only good thing about it was that there weren’t more rooms. We searched the kitchen and front room and looked inside two bedrooms. There were no signs of a recent visitor, nor of the missing valise. They had five pathetic horses standing in the snow at the back.

“They need blankets,” I said.

“Where would we get blankets?” the man said insolently.

“I’ll have some sent over before the day is out. See to it, Francis.”

“You’re a gent,” the woman said unnecessarily.

“See that you put them over the horses and not your own bed,” I said. “Come, gentlemen. We must pursue the trail elsewhere.”