Exeter, Montague, and Neville were sent to the Tower on the 3d and 4th of November. Lady Exeter followed with her attendant, Constance Beverley, who had been her companion on her secret pilgrimage to the Nun. It is possible that Sir Geoffrey's revelations were made by degrees; for the king was so unwilling to prosecute, that ten days passed before their trial was determined on.[405] Lady Salisbury was not arrested; but Lord Southampton went down to Warblington, her residence in Hampshire, to examine her. She received his questions with a fierce denial of all knowledge of the matters to which they referred, and, for a time, he scarcely knew whether to think her innocent or guilty. "Surely," he said, in giving an account of his interview, "there hath not been seen or heard of a woman so earnest, so manlike in countenance, so fierce as well in gesture as in words; either her sons have not made her privy to the bottom and pit of their stomachs, or she is the most arrant traitress that ever lived."[406] But her rooms were searched; letters, Papal bulls, and other matters were discovered, which left no doubt of her general tendencies, if they were insufficient to implicate her in actual guilt; and one letter, or copy of a letter, unsigned, but, as Southampton said, undoubtedly hers, and addressed to Lord Montague, was found, the matter of which compromised her more deeply. She was again interrogated, and this time important admissions were extracted from her; but she carried herself with undaunted haughtiness. "We have dealed with such an one," the earl said, "as men have not dealed with tofore; we may rather call her a strong and constant man than a woman."[407] No decisive conclusions could be formed against her; but it was thought well that she should remain under surveillance; and, three days later she was removed to Cowdray, a place belonging to Southampton himself, where she was detained in honourable confinement. The general case meanwhile continued to enlarge. The surviving materials are too fragmentary to clear the whole circumstances; but allusions to witnesses by name, whose depositions have not been preserved, show how considerable those materials were. The world at least were satisfied of the guilt of the chief prisoners. "They would have made as foul a work," says a letter written from London on the 21st of November, "as ever was in England."[408] Henry made up his mind that they should be proceeded against. Treason at home was too palpably connected with conspiracies against England abroad; and the country could not risk a repetition of the Pilgrimage of Grace. [Sidenote: Circular issued to the justices of the peace,] [Sidenote: Directing them to search out all the cankered clergy in their districts.]