When the door was closed and they were alone, mademoiselle suddenly revealed to her friend what Hugh had said concerning Howell’s suggestion that he should travel to Madrid.

Franklyn’s face changed.  He was instantly apprehensive.

“Then we certainly are not safe here any longer.  Howell probably intends to play us false!  We shall know from The Sparrow the reason we are here, and, for aught we know, the police are watching and will arrest us red-handed.  No,” he added, “we must leave this place—­all three of us—­as soon as possible.  You, Lisette, had better go to Paris and explain matters to The Sparrow, while I shall fade away to Switzerland.  And you, Mr. Henfrey?  Where will you go?”

“To France,” was Hugh’s reply, on the spur of the moment.  “I can get to Marseilles.”

“Yes.  Go by way of Barcelona.  It is quickest,” said the Englishman.  “The express leaves just after three o’clock.”

Then, after he had thanked Hugh for his timely warning, the latter walked out more than ever mystified at the attitude of The Sparrow’s accomplices.

It did not seem possible that Howell should have told Scotland Yard that he was hiding at Shapley; yet it was quite evident that both mademoiselle and her companion were equally in fear of the man Howell, whose real name was Hamilton Shaw.  The theory seemed to him a thin one, for Howell was The Sparrow’s intimate friend.

Yet, mademoiselle, while they had been discussing the situation, had denounced him as their enemy, declaring that The Sparrow himself should be warned of him.

That afternoon Hugh, having only been in Madrid twelve hours, left again on the long, dusty railway journey across Spain to Zaragoza and down the valley of the Ebro to the Mediterranean.  After crossing the French frontier, he broke the journey at the old-world town of Nimes for a couple of days, and then went on to Marseilles, where he took up his quarters in the big Louvre et Paix Hotel, still utterly mystified, and still not daring to write to Dorise.

It was as well that he left Madrid, for, just as Lisette and Franklyn had suspected, the police called at his hotel—­an obscure one near the station—­only two hours after his departure.  Then, finding him gone, they sought both mademoiselle and Franklyn, only to find that they also had fled.

Someone had given away their secret!

On arrival at Marseilles in the evening Hugh ate his dinner alone in the hotel, and then strolled up the well-lit Cannebiere, with its many smart shops and gay cafes—­that street which, to many thousands on their way to the Near or Far East, is their last glimpse of European life.  He was entirely at a loose end.

Unnoticed behind him there walked an undersized little Frenchman, an alert, business-like man of about forty-five, who had awaited him outside his hotel, and who leisurely followed him up the broad, main street of that busy city.