Great, indeed, was his promptitude, alike in decision and in act; but he was no less great in his delays, in the curb he placed on his natural impetuosity. “God only knows, my dear friend,” he wrote at this moment to Davison, “what I have suffered by not getting at the enemy’s fleet;” but, in all his impatience, he would not start on that long voyage until he had exhausted every possibility of further enlightenment. “Perseverance and patience,” he said, “may do much;” but he did not separate the one from the other, in deed or in word. Circumspection was in him as marked a trait as ardor. “I was in great hopes,” he wrote the Admiralty, “that some of Sir John Orde’s frigates would have arrived at Gibraltar, from watching the destination of the enemy, from whom I should have derived information of the route the enemy had taken, but none had arrived.” Up to April 27th nothing had been heard of them at Lisbon. “I am now pushing off Cape St. Vincent, and hope that is the station to which Sir John Orde may have directed his frigates to return from watching the route of the enemy. If nothing is heard there, I shall probably think the rumours which are spread are true, that their destination is the West Indies, and in that case think it my duty to follow them.” “I am as much in the dark as ever,” he wrote on the same date, May 7th, to Nepean, one of the puisne lords. “If I hear nothing, I shall proceed to the West Indies.”
The wind continued fair for nearly forty-eight hours, when it again became westerly; but the fleet was now in the Atlantic. On the 9th of May the “Amazon” rejoined, bringing a letter from another ship of war, which enclosed a report gathered from an American brig that had left Cadiz on the 2d. According to this, while there were in Cadiz diverse rumors as to the destination of the allied fleets, the one most generally accepted was that they were bound to the West Indies. That night the fleet anchored in Lagos Bay, to the eastward of Cape St. Vincent, and the unending work of discharging transports was again resumed. Nelson, shortly before leaving Gibraltar, had received official notification that a convoy carrying five thousand troops was on its way to the Mediterranean, and would depend upon him for protection. He felt it necessary to await this in his present position, and he utilized the time by preparing for a very long chase.