I stepped out of the railcar into the cold air, soldiers still standing, no sign of anything beyond the light. The border chief had a lamp which he held up shoulder high, showing me the steps he had taken in the snow from the border post, which we now retraced. I could see the post’s bare light bulb through a window, lighting up a desk with papers upon it. I had my hand in my coat, on my pistol, but, if they wanted me dead, they would have done for me already. I looked back over my shoulder at the railcar, and Derevenko and Nagorny were still at their stations, guns in hand, looking around. There was no sound but footsteps, nothing moving but the guard and me and the white breath from our mouths.

The door to the guard house opened as we approached. Another guard was there, holding the telephone earpiece, ready to give it to me.

It was Hanbury, calling from Petrograd. He told me that he had heard from Wilton at The Times that Rasputin was dead. Murdered in the early-morning hours after a party at the palace of Prince Felix Yusupov.

The guard who had handed me the telephone then interrupted, saying, ‘Telegramma,’ and pushing a sealed telegram into my hand. I tried to tell him that I had been brought to the guard house for the telephone call, not for a telegram, which must be someone else’s, and then I saw my name was upon it, Secretary Talbot Baker. My eyes fell immediately to the name of the sender, which read, simply, ‘Alexandra’. It took a moment for me to realise that this was the Empress.

She had a private secretary, Count Rostovtzeff, but had dictated the message herself and left little time for titles and styles. Perhaps it was the hurry to catch us at the border, or perhaps the choice of names and words was a kind of code, should the message be intercepted. It read:

Dear Secretary,

Circumstances have changed. Your young fellow passenger must return to Petrograd immediately. We will seek to have the British knowledge brought here. We wish you a safe journey home, and thank you for your kindness.

The telephone was taken from me without time for a goodbye, and the telegram was taken too, and pushed into the embers of the fire the guards had going in their small fireplace.

I then realised the purpose of the locomotive that was being prepared on the siding. It was to take the royal railcar and its passenger back to Petrograd.

Sweden was right there. I could have walked the boy into Sweden in five minutes, and kept him safe. I wondered if Hanbury might have an answer – a vain hope, almost certainly – and I asked to call him back.

The chief border guard appeared not to understand, so I pointed at the telephone and said, ‘Telefon, pozhaluysta. Hotel Astoria, Petrograd.’