While the French held Colquhoun Grant captive, Wellington received word that Marshall Marmont was willing to make an exchange of prisoners. He did not believe the French offer because of this letter, intercepted by Spanish guerrillas. The letter and an attached parole document were written en clair (in plain script rather than code or cipher).

The letter is from General de la Martinière to General Clarke, French Minister of War, saying that Grant is not to be released, but must be accompanied as far as Bayonne. De la Martinière superficially adheres to the ‘gentlemanly’ conduct of war by saying Grant is to be treated as an officer. In fact, everyone would have understood the significance of the final sentence: ‘His Excellency thinks that he should be watched and brought to the notice of the police’. The French considered Grant to be dangerous and, to all intents and purposes, a spy to be dealt with by the police, not the army.

Grant saw a copy of this letter and decided that it made his agreement to parole worthless. He escaped and passed himself off as an American officer, travelling to Paris with a French general. In Paris, still in the guise of an American and now even closer to Napoleon, he sent many messages to Wellington in Spain. He returned to England and eventually rejoined Wellington at the front, continuing to serve as a senior intelligence officer for many years.