As day succeeded day and she did not return I became convinced that it was not her intention to do so. From the Embassy I received an official letter of thanks signed by His Excellency himself, but it was evident that they had not revealed the truth to the press, for the newspapers were still full of hue-and-cry after the absconding ex-Minister. I recollected that the desperate girl had told me that she had an aunt "living in the country," but she had not told me in what locality, and "the country" was a big place in which to search, more especially as I did not know the lady's name. She had told me also that she lived in Leghorn where, being English, it would be easy to find her. Yet somehow I held a strong belief that she had not returned to Italy. The police record gave Miller's place of birth as Studland, in Dorsetshire, therefore I began to wonder whether, if I went there, I should be able to discover any of the family. Surely somebody would know some facts concerning the family. From the _Gazetteer_ I discovered that the place was a small village on the sea, not far from Swanage, and on the following morning, without saying anything to Sammy, I took train from Waterloo. At Swanage I hired a fly from that hotel which faces the bay so pleasantly with grounds sloping to the water, and an hour later I descended at the inn in Studland village. It was a quiet, quaint old-world place, I found, with a queer ancient little church hidden away among the trees at the back. In the bar-parlour of the "Lion" I ordered some tea, and then, in the course of a chat with the stout, cheery old publican I casually inquired after some friends of mine named Miller. "Oh! yes," he said. "Old Miss Miller lives 'ere still--at the Manor 'Ouse just beyond the village. You passed it just before you came down the hill from Swanage way. They're one of the oldest families 'ere in Studland. One of the Millers--Sir Roger 'e was called--was governor of Corfe Castle under Queen Elizabeth, so I've 'eard say." "Then the Millers have always lived at the Manor?" I remarked. "Of course. The property really belongs to Mr James, but 'e's always abroad, so 'is sister, old Miss Catherine, lives in the 'ouse and looks after it." "Is this Mr Miller named James Harding Miller?" I asked. "Yes. That's 'im. They calls 'im the mysterious Mr Miller. 'E always was a wild rascal when 'e wor a boy, they say. The old gentleman could do nothing with him, so 'e was sent abroad, and has lived there mostly ever since." "Has he any children?" "A girl. The servants at the Manor talk a lot about 'er, and say she's very nice. She's often 'ere." "He's well off, I suppose?" "Oh, dear no, sir," declared the innkeeper. "The Millers are as poor as church mice. The value of land's gone down so of late years. The old place is mortgaged up to the hilt to some Jews in London, an' it's a pity--a thousand pities."