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‘Probably,’ said Conrad. ‘At least according to the German secret service. Theo said so.’

‘You never told me that.’

‘I only found out after the Gestapo killed him. He was on leave from the German Embassy in Moscow, and he approached Theo last year just as I arrived in Berlin. Theo thinks that the reason he contacted him was to try to find out about the conspiracy against Hitler for the Russians. The Gestapo arrested him and he died in custody.’ Joachim had been a couple of years older than his cousin Conrad, and had introduced him to socialist ideas when he had stayed with the de Lanceys for a few months while Conrad was still at school. Conrad had liked his company. And listened to his political opinions.

Conrad remembered McCaigue’s warning about suspicions about him.

‘They think I’m a Russian spy?’

‘They suspect that.’

‘Who are “they”?’ asked Conrad. ‘Apart from being idiots.’

‘You never know who “they” are,’ said Lord Oakford. ‘The SIS. MI5. Special Branch. The important thing is they have almost persuaded Van. He telephoned me last night. I insisted you were no Russian spy, but I’m sure that is why he has warned you off.’

‘That’s ridiculous!’ said Conrad. ‘You know I’m not a spy, don’t you, Father? As far as I am concerned Stalin is almost as bad as Hitler. I told you how those Popular Army soldiers shot David and Harry in Spain. I’ve seen how Russian commissars corrupted the Republicans.’

‘I know,’ said Lord Oakford.

‘And even if I was a Russian spy, why would I make things up about the Duke of Windsor?’

Oakford shrugged.

‘What do you think I should do?’ Conrad asked his father.

‘Do as Van tells you,’ Oakford said. ‘And be grateful they haven’t arrested you.’

‘I almost wish they had,’ said Conrad. ‘Then I would be able to defend myself.’

‘This is wartime,’ said Oakford. ‘I wouldn’t count on your chances of a fair trial.’

‘All right,’ said Conrad. ‘But there is one other thing I learned in Holland that I should tell you.’ He explained van Gils’s doubts about Theo’s guilt, and what he had said about Constance and the knife that had killed Millie.

‘Who knows about Theo?’ Oakford said. ‘But you can forget about Constance. She is a young Englishwoman and a friend of a friend of mine. What would she have had against Millie? And you have seen how Holland is crawling with spies. My bet is that Millie was killed either by the Abwehr or the Gestapo. It’s the alternative that scares me most.’

‘What’s that?’

‘That it was the British,’ said Oakford.

Conrad remembered Theo’s speculation. ‘To put off unofficial peace talks?’

Oakford nodded. ‘I don’t think anyone in the British government would do that, but we can’t rule it out.’

Conrad closed his eyes. The idea of his own country killing his sister was too much to contemplate. He sighed. ‘You can’t trust spies, can you?’

Lord Oakford shook his head.

‘Well, I had better head back to my battalion,’ Conrad said. ‘Do what Sir Robert wants.’

He stood up. ‘Good luck,’ said Lord Oakford. ‘And — although it’s difficult in war — be careful.’

Thus spoke the man who had won a Victoria Cross and lost an arm in 1917 at Passchendaele while taking a German machine-gun post and turning the weapon on the enemy. He had not been careful then.

But it was the horror of that day that had turned Lord Oakford against war, and made him pledge that his own son would not have to repeat the experience.

‘Thank you,’ said Conrad. But he didn’t tell his father he was damned if he was going to be careful either.

Conrad headed to Waterloo for a train that was supposed to leave at 4.06 p.m. He had scribbled a quick note to Anneliese telling her he was going back to his battalion that day and asking her to keep him informed of anything she discovered about Constance. He warned her not to be too explicit in her letters and to assume his post would be read — with more attention than usual, he suspected.

At Waterloo Station he bumped into a face that was becoming too familiar. Major McCaigue.

‘What are you doing here?’ said Conrad. ‘Checking I actually get on the train?’

‘We need to have a little chat,’ said McCaigue.

‘It had better be quick then,’ said Conrad. ‘My train leaves in five minutes.’

‘Then you will have to get the next one. Come with me.’

Conrad wanted to tell him to sod off. For one thing he had no idea when the next train would be and how long it would take to make its way to Wiltshire. But he couldn’t just ignore McCaigue. He was curious what the spy had to say.

McCaigue led Conrad north towards the river, down a narrow alley between two warehouses. They emerged with a view of the Thames and the Houses of Parliament on the other side. The river was busy with boats, and a line of barrage balloons bobbed overhead. The long slender barrels of ack-ack guns could be seen along the banks, pointing skywards.

McCaigue leaned on some wooden railings overlooking the water. ‘I have two messages for you, an official one and an unofficial one. And it’s vital you remember which is which.’

‘All right,’ said Conrad, despite himself. It was strange how, for such a shady character, McCaigue’s rich warm voice, with its hint of Ulster, conveyed trustworthiness.

‘This is the official message I am required to give you,’ McCaigue said. ‘My employers have come to the conclusion that you are probably a spy for the Soviet Union. As a result they question the reliability of the information you provided me two days ago regarding the Duke of Windsor. We will attempt to verify it, but we remain sceptical. We suspect that it is a plot by Germany’s ally Russia to undermine the royal family.’

‘From what I can tell the royal family seems perfectly capable of undermining itself, or certainly the Duke of Windsor is. And I’m not a Soviet spy, Major McCaigue,’ said Conrad. ‘It’s absurd to think that I am. Do they believe Theo is a Russian spy as well?’

‘It’s a possibility they entertain,’ said McCaigue. ‘Both of you were socialists at Oxford. It would explain Hertenberg’s opposition to the Nazi regime. You both met your cousin Joachim Mühlendorf in Berlin last year.’

‘And what about Millie? Was she a Russian spy as well?’

‘It can’t be ruled out,’ said McCaigue.

‘Bollocks!’ said Conrad.

‘She was your sister,’ said McCaigue. ‘And you fought in Spain on the side of the communists. We have other evidence.’

‘What other evidence?’

‘I’m not at liberty to say.’

‘So I am found guilty without even knowing the evidence against me?’

‘That’s my point, de Lancey. You haven’t been found guilty. In fact it has been decided to let you go. Provided you stay with your unit and don’t come back to London asking foolish questions.’

‘Are you threatening me?’

‘Yes,’ said McCaigue. He turned to look at Conrad, his blue eyes steady. ‘That was the official bit. I trust you understood it?’

Conrad didn’t answer. Just stared across the river to the Houses of Parliament, that historic symbol of liberty, where politicians through the ages had conspired to bury awkward information.

‘Now the unofficial bit,’ McCaigue said. ‘Speaking personally, I’m not convinced that you are a Soviet spy.’

‘Well, that’s awfully big of you,’ said Conrad.