"From now they commenced to prepare the luggage and everything for the departure which was fixed for the Tuesday following, the 20th of the said month, but was deferred till the next day on account of the change in the appointed lodging, which was supposed to be Worcester or else Chazfort (?); but both were changed and Fotheringay was chosen, a castle of the (English) Queen's in Northamptonshire.... Of all these things we were only told secretly, and Her Majesty never knew for certain where they were taking her, not even on the day she reached her new dwelling, but used to think sometimes they were taking her one way, sometimes another. Before starting in the morning they would tell her whether she had a long or a short journey to make, sometimes the number of miles, but they would never tell her the place where she was to sleep that night."
On the Monday before the party left Chartley, Sir Thomas Gorges and Stallenge (Usher of Parliament) arrived "with their pistols in their belts." This arrival caused anxiety among Mary's followers, who were only reassured when they observed that Gorges and Stallenge addressed her more courteously than they expected.
"The following Wednesday, which was St. Matthew's Day (21st September), Her Majesty being ready to start, the doors of all the rooms were locked where her servants were, who were to remain behind, and the windows were guarded for fear that they should speak to her, or even see her." Mary was carried to her coach, as she was still unable to walk. As the Queen started, Sir Thomas Gorges, who, together with Stallenge, accompanied the party, accosted her, and informed her that he had something to say to her from his mistress. "I pray God," replied Mary, "that the message is better and more agreeable than the one you recently brought me." To which Gorges answered, "I am but a servant." "With this Her Majesty was content, telling him that she could not consider him to blame."[14] It was not till the next day that the message was delivered.
The Queen and her escort spent the first night at Burton,[15] and the next morning before starting, Mary, who had been in great anxiety to know what he had to say, sent for Sir Thomas. The message, in part similar to the previous one, was to the effect that Elizabeth was utterly surprised that Mary should have planned such enterprises, and even to have hands laid on her who was an anointed Queen. Gorges swore that his mistress had never been so astonished or distressed by anything that had ever happened. "My mistress knows well," he said, "that if your Majesty were sent to Scotland, you would not be in safety; your subjects there would do you an ill turn; and she would have been esteemed a fool had she sent you to France without any reason."