When Caroline and her retinue set out from Milan for Tuscany it was in the wake of Pergami, who had ridden ahead to discharge his duties as _avant courier_; but before Rome was reached his intimacy and familiarity with his mistress were already the subject of whispered comments and shrugged shoulders. At a ball given in her honour at Rome by the banker Tortonia, the Princess shocked even the least prudish by the abandon of her dancing and the tenuity of her costume, which, we are told, consisted of "a single embroidered garment, fastened beneath the bosom, without the shadow of a corset and without sleeves." And at Naples, where King Joachim Murat gave her a regal reception, with a sequel of fêtes and gala-performances in honour of the wife of the Regent of England, she attended a rout, at the Teatro San Carlo, so lightly attired "that many who saw her at her first entrance looked her up and down, and, not recognising her, or pretending not to recognise her, began to mutter disapprobation to such an extent that she was compelled to withdraw.... The English residents soon let her understand, by ceasing to frequent her palace, that even at Naples there were certain laws of dress which could not be trampled underfoot in this hoydenish manner." While Caroline was thus defying convention and even decency, watchful eyes were following her everywhere. A body of secret police, whose headquarters were at Milan, was noting every indiscretion; and every week brought fresh and damaging reports to England, where they were eagerly welcomed by the Regent and his satellites. And while the Princess was thus playing unconsciously, or recklessly, into the hands of the enemy, Pergami was daily making his footing in her favour more secure. Before Caroline left Naples he had been promoted from courier to equerry, and in this more exalted and privileged rôle was always at her side. So marked, in fact, was the intimacy even at this early stage, that the Princess's retinue, one after another, and on one flimsy pretext or another, deserted her in disgust, each vacancy, as it occurred, being filled by one of Pergami's relatives--his brother, his daughter, his sister-in-law (the Countess Oidi), and others, until Caroline was soon surrounded by members of the ex-courier's family.