As a footnote to the story, Janet Grant would always maintain that she and Zelle had actually become quite close, considering the circumstances—and some forty years later she would still cherish a tiny glass dog given to her by the extraordinary Mata Hari as a token of her affection.

She was locked up for thirteen hours before the first round of questioning began. The interrogating officer was the celebrated Sir Basil Thomson, of later "Zimmermann Telegram" fame. Educated at Eton and New College, Oxford, Sir Basil had been governor of British prisons before heading Scotland Yard. He was fifty-five years old at the time of Zelle's arrest, at the height of his power.

They met on the morning of November thirteen in a windowless concrete room adjacent to the cells. Zelle wore what she had been wearing at the time of her arrest: a green blouse and a sober blue skirt with a jacket. Sir Basil was accompanied by a young officer with a stenographer's pad. She had breakfasted on an overdone egg, bread, and coffee.

It began in formal fashion. Sir Basil explained the charges, while Zelle calmly maintained that she had never even heard of Clara Benedix. Next there was a series of questions concering Zelle's movements between Paris and the Netherlands, as well as an attempt to find out whether or not she had been in South America, where Benedix was known to have operated. Zelle, by this time clearly frightened and exhausted, continued to maintain her innocence but did not have the strength to fight back effectively.

That first day, following the first round of questioning, she drafted a letter in her cell. It was addressed to the Dutch Legation in London, and was written in that bold, extravagant hand of hers, so at odds with what she often felt.

... I am at my wits end, am imprisoned here since this morning at Scotland Yard and I pray you, come and help me. I live in The Hague at 16 Nieuwe Uitleg, and am well known there as well as in Paris, where I have lived for years. I am all alone here and swear that everything is absolutely in order. It is only a misunderstanding, but I pray you, help me.

Sincerely

M.G. Zelle

The nights were bad, with echoes of dripping water and turning locks, but the mornings were the worst, with that waking glimpse of the bars. Afternoons they allowed her twenty minutes in a caged yard between the brickwork. She slept as much as possible. She lay on her cot and toyed with a bit of string. She ate very little. Now and again she thought about Gray, directing her mind briefly, like the shutter of a camera, to recall some comforting gesture or remark, but he was dim . . .