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Ballista had only told four people about the daemon: his wife Julia, bodyguard Maximus, body servant Calgacus and Turpio – and Turpio was dead. Julia, brought up by an Epicurean father, had tried to comfort her husband by rationalizing it. Maximinus only appeared when Ballista was tired, under great stress. It was just a figment of his overheated imagination. Ballista sniffed the air – waxed canvas. He did not think bad dreams left a smell.

It had been four years since the last apparition, the night Arete fell. Never before had the daemon said 'Oath-breaker'. He was a long way from Aquileia, but Ballista knew the daemon's words foretold something bad.

Demetrius sat on the hard-packed earth floor, his back against the rough stone wall. It was almost completely dark. There was just one tiny slit of a window, high up. It had admitted little light during the day and, when the sun went down, next to none.

After their arrest, the four Dalmatian troopers had been marched off straight away to the military cantonment. Ballista's three freedmen had been kept waiting at the gate until well past midday. When Maximus asked for food, the centurion had hit him hard across the back with his vine stick.

At long last, they had been ordered to their feet. Under heavy guard, they were led through the squared-off streets to the bridge over the Euphrates which gave the twin towns of Apamea on the eastern bank and Zeugma on the west a reason to exist.

At the bridgehead, the party had been brought to a halt. The approaches, narrowed anyway by bales of merchandise, were completely blocked by a mass of men, camels, mules and horses. Amid a fearful noise, the crush had surged up to the barrier, where a lone telones backed by some club-wielding members of the watch attempted to extract the custom dues rightly owed to both the imperium and the city. Demetrius wondered whether it had always been like that or if refugees from the east had made things worse.

When the Moorish auxiliaries laid about them, trying to force a way through, initially it had merely exacerbated the situation. Men had cursed, mules brayed, horses lashed out, and some camels had sunk to their knees, roaring. The centurion snapped an order. Swords were unsheathed. The men, if not the animals, in the crush scrambled to get out of the way.

Having told the telones and the civic watch to go fuck themselves, the soldiers had marched the prisoners across the pontoon bridge. The river was busy with boats and barges coming downstream from Samosata. Half a dozen big barges, piled high with produce, were moored, waiting for a gap to be opened in the pontoon so they could continue on south.

There had been another pause at a military checkpoint on the western bridgehead. It had been quieter there. The slop, slop sound of screws raising water from the river floated up. To one side, Demetrius noticed a massive iron chain coiled with vines and ivy growing through the unrusted links, the remains of the original bridge constructed by the god Dionysus on his way to the east to conquer India.

The formalities conducted, they moved on through what had until recently been a rich residential area. The majority of the houses showed signs of having been burnt. Only some had been repaired, and those hastily. After that, the land rising, they passed a theatre and crossed an agora, which brought them to the foot of the citadel. The path up was stepped and ran between dwellings that clung to the vertiginous slope. The tall terraced houses seemed to be built on top of each other and the path between them like the bottom of a ravine.

They entered through a gate in a low, rough wall and climbed on up through an orchard of fruit trees. At length, out of breath, they reached the summit. To their left was the great temple of the Tyche of Zeugma; a statue of the seated goddess could be glimpsed through the open doors. The guards turned them sharply to the right, towards the palace complex. From there they were taken to a side entrance, frogmarched down a flight of steps, along a corridor and unceremoniously pushed into a cell. The door slammed behind them, and they heard bolts being pushed home.

Demetrius had slumped to the floor. From there he watched Maximus and Calgacus carefully inspecting every inch of the gloomy, bare cell. They tried the door, stood on each other's shoulders to check the narrow window, tapped the walls, scraped at the floor. Eventually, frustrated, they hunkered down next to the young Greek. The older men talked in low voices. If they could get out, they would need horses, or they could try to make it to one of the barges waiting at the bridge, hide themselves among the produce, or maybe overpower the boatmen and take their place.

At some point in the afternoon, they heard the bolts drawn back, and the door swung open. Watchful guards covered them with drawn swords as a tray of food was put on the floor. The door was shut again.

There was some stale bread, a few handfuls of raisins and a big pitcher of water. Demetrius and Maximus fell on it. Calgacus used some of his share of the water to wash his wounded arm. When everything had gone, they were still hungry.

When the light faded, Maximus and Calgacus both fell fast asleep. There was no furniture, so they slept on the floor, their heads on their arms.

Demetrius could not sleep. It was not his hunger. Desperate though it was, the prison-stench of unwashed bodies, shit and fear took the edge off it, made him feel nauseous. He envied the calm, natural fatalism of his companions. Gods below, they had travelled so far, come through so much – and for it to come to this. Confined in this filthy cell – if he still lived, could Ballista himself be worse off? And the centurion had said that Ballista was now declared a hostis. Falsely accused of having led the old emperor Valerian into the trap that had cost his freedom, Demetrius's kyrios was now an outlaw to be killed on sight by any Roman citizen. The true traitor, that scheming bastard Macrianus the Lame, had seized the moment and was now the master of the eastern provinces of the imperium. Was there no such thing as divine justice? Did the gods even exist?

Demetrius lay down in the darkness. To steady himself, he turned to philosophy and the teachings of the Stoic masters. Everything that lies outside the inner man is an irrelevance. The things over which we have no choice – illness, bereavement, exile and imprisonment, death itself – all are irrelevant. Throw them aside. When enslaved, Diogenes was a free man. The King of Persia on his gilded throne may be a slave. Iron bars and stone walls cannot make a prison. A little comforted, he fell asleep.

A while later, a gentle pressure behind his left ear brought Demetrius awake. He jerked up. A hand clamped over his mouth. A faint light came from the open door. A figure stood there.

'Come.' The figure spoke in Greek with a heavy eastern accent. 'You come now.'

Maximus removed his hand.

'It could be a trap,' Demetrius whispered.

'Then we will swap one for another.' Maximus grinned.

The figure went in front of them along the corridor and up the steps. He stopped, looked about and led them out. Quickly and quietly, they moved through a maze of alleys until they emerged on the far side of the citadel to that through which they had come in.

The figure stopped again to look and listen, then waved them to follow him down into the orchard. The slope was steep, the soil underfoot crumbling and dry. Slithering and sliding, they went down, grabbing tree trunks to slow their momentum. The pale light of the young moon shone through the branches.

They came to a low wall. Demetrius realized that it must be the one that encircled the citadel. Without a word, the figure climbed it like a lizard. He dropped out of sight down the other side. Maximus and Calgacus followed, the latter protecting his wounded arm as he did so. Now that he was alone, a wave of panic threatened to overwhelm Demetrius. He started to climb. The wall was made of irregular stones. There was no mortar. Even so, Demetrius found it difficult. He grazed his knees, felt a fingernail tear. Lying on the top, he looked down. There was a drop, something over a man's height, on to the roof of the first of the terraced houses. Nervously, he swung himself over, hung for a moment and let go. He landed awkwardly. Hands steadied him.