Here he wrote much of what ultimately took form in _Cathay and the Way Thither_. It was this summer, too, that Yule commenced his investigations among the Venetian archives, and also visited the province of Friuli in pursuit of materials for the history of one of his old travellers, the _Beato Odorico_. At Verona—then still Austrian—he had the amusing experience of being arrested for sketching too near the fortifications. However, his captors had all the usual Austrian _bonhomie_ and courtesy, and Yule experienced no real inconvenience. He was much more disturbed when, a day or two later, the old mother of one of his Venetian acquaintances insisted on embracing him on account of his supposed likeness to Garibaldi! As winter approached, a warmer climate became necessary for Mrs. Yule, and the family proceeded to Sicily, landing at Messina in October, 1864. From this point, Yule made a very interesting excursion to the then little known group of the Lipari Islands, in the company of that eminent geologist, the late Robert Mallet, F.R.S., a most agreeable companion. On Martinmas Day, the Yules reached the beautiful capital of Sicily, Palermo, which, though they knew it not, was to be their home—a very happy one—for nearly eleven years. During the ensuing winter and spring, Yule continued the preparation of _Cathay_, but his appetite for work not being satisfied by this, he, when in London in 1865, volunteered to make an Index to the third decade of the _Journal of the Royal Geographical Society_, in exchange for a set of such volumes as he did not possess. That was long before any Index Society existed; but Yule had special and very strong views of his own as to what an Index should be, and he spared no labour to realise his ideal.[56] This proved a heavier task than he had anticipated, and he got very weary before the Index was completed. In the spring of 1866, _Cathay and the Way Thither_ appeared, and at once took the high place which it has ever since retained. In the autumn of the same year Yule’s attention was momentarily turned in a very different direction by a local insurrection, followed by severe reprisals, and the bombardment of Palermo by the Italian Fleet. His sick wife was for some time under rifle as well as shell fire; but cheerfully remarking that “every bullet has its billet,” she remained perfectly serene and undisturbed. It was the year of the last war with Austria, and also of the suppression of the Monastic Orders in Sicily; two events which probably helped to produce the outbreak, of which Yule contributed an account to _The Times_, and subsequently a more detailed one to the _Quarterly Review_.[57]