It’s a short walk from Gran Vía metro to the entrance of Museo Chicote. The bar is relatively quiet – it’s dinner time – and there’s no sign of Mikel. I take a small, leather-lined booth at the back and order a Rob Roy from a pretty waitress who hangs around for a chat after she has brought my drink. Her name is Marta. She has bobbed black hair and a gentle, possibly mischievous nature.

‘What are you reading?’ she asks.

I brought the ETA book in case Mikel was late, and feel awkward showing her the cover. You never know how Spaniards are going to react to the Basque issue.

‘It’s a book about ETA,’ I tell her. ‘A book about terrorism.’

She nods, giving nothing away. ‘You’re a journalist?’

‘No, I’m just interested in Spain.’

‘Vale.’

To change the subject, Marta asks if I live in Madrid and I lie, for no good reason, telling her that I’m just visiting for a few days. The deceit, as always, is instinctive, although it encourages her to start recommending bars and clubs in the area which she thinks I might enjoy. We are flirting by now – she keeps flattering me with fixed, tickled stares – but in due course her boss gets itchy and calls her back to the bar.

‘See you later,’ she says, and her waist is so supple and lithe as she sways away that I consider cheating on Sofía for only the second time. I had the definite sense that she wanted me to invite her out for a drink after work. Maybe I deserve a steady girlfriend. Maybe it’s time to cast adultery aside and think about having a normal relationship.

Fifteen minutes go by. Gradually the place fills up and a group of German weekenders settle into the booth next to mine, ordering jarras of lager for the boys and margaritas for the girls. Marta makes occasional eye contact from the bar, but it’s increasingly difficult to see her as the crowd swells. By 10.45 Mikel has still not shown and I walk briefly back to the entrance, checking the tables that look out on Gran Vía in case he has sat down in a less discreet section of the bar. I try his mobile phone, but it has been switched off. Perhaps he is ignoring my calls. Either way, it seems unlikely that Arenaza is ever going to come. Towards eleven I have another brief conversation with Marta and order a third and final Rob Roy, at last beginning to feel the effects of the alcohol. Chicote is now crammed and jazz has given way to the tedious electric thump of house music. Twenty minutes later, without saying goodbye to her, I take my coat down from the chrome rack above the table and head out onto the street. The rain, at least, has stopped, and I walk north into Chueca to find something to eat.

Right up to two o’clock in the morning I keep trying Arenaza’s phone. It’s strange, but I develop a growing sense that something has happened to him, an accident or crisis. He did not strike me as the sort of person who would stand up an appointment, particularly one that he himself had been keen to organize; at the very least he would have exercised some charm and gone to the trouble of inventing an excuse. Late on Sunday, Julian happens to ring and in the course of an otherwise mundane conversation about Endiom, I manage to ask him if he has heard from Arenaza. It’s clear that he had no idea he was even coming to town and we hang up shortly afterwards. Eventually I go to bed, convinced that he will either call first thing in the morning, or that I’ll never hear from him again.

The police call late on Tuesday afternoon.

‘Buenos días. Podría hablar con Alex Milius, por favor?’

I immediately know that it’s a cop and feel an instantaneous dread of the law. The voice is nicotine rich and official, speaking from an office where telephones ring incessantly in the background.

‘Soy yo. This is Alec Milius.’

I am sitting alone in a tapas bar just south of the Bernabéu. To order a cup of coffee I spoke Spanish to the waiter, but make a decision now to stall the policeman by feigning an inability to communicate in any language but English.

‘Soy el Inspector Baltasar Goena. Llamo de la comandancia de la Guardia Civil en San Sebastián.’

‘I’m sorry?’

‘Quisiera hacerle unas preguntas sobre la desaparición de Mikel Arenaza?’

The revelation does not surprise me as much as it might. Arenaza has disappeared. Nevertheless, I pretend not to have understood.

‘You’ll have to excuse me, sir. I don’t speak very good Spanish.’

There is an annoyed pause. I’m hoping that Goena will simply lose patience and pursue another line of enquiry. That would be ideal. The last thing I need is a member of the Guardia Civil coming round to my apartment asking awkward questions.

‘I speak English a little,’ he replies. ‘I am a police. My name is Baltasar Goena. I ring you with the concern of the disappearing of Mikel Arenaza.’

‘Mikel who?’

‘Arenaza. You are knowing him?’

I take an appropriate beat, always trying to stay one step ahead of the conversation, and say, ‘Yes, yes.’ There’s no point in denying my association with Mikel at this stage, not at least until I know exactly what’s going on. Goena has tracked down my number, so it’s a decent assumption that he has conclusive proof of our meeting. ‘I met Mr Arenaza for the first time two weeks ago. You said he has disappeared? Is everything all right?’

Goena clears his throat. ‘I have questions.’

‘Of course. Of course.’ The waiter comes over with my coffee. ‘What can I do for you?’

‘I explain this. I am explaining.’ Goena says something in Basque to a colleague. ‘You meet with Señor Arenaza for a meeting ten days before I am calling you. Febrero día vente-siete. A Thursday. Can you tell me about this please, Mr Milius?’

‘Señor Goena, it’s terribly difficult for me to understand what you’re saying. Is there somebody in your office who speaks English?’

The waiter looks down at my table, registering with a flick of his eyes that he has caught the lie. Goena coughs like a cat with something stuck in its throat.

‘No, no, there is not that here. Only I can speak English. I have just these questions, very quick now on your time. Your meeting with Señor Arenaza…’

‘…Señor Arenaza, yes…’

‘Can you be giving me details please?’ I pour two tubes of white sugar into the coffee. ‘Does he speak to you that he is going away?’

‘Oh no, not at all.’ I wonder if the police know about Rosalía. ‘We had dinner in San Sebastián, we discussed some business. I haven’t seen him since.’ Goena may have a record of the phone call Arenaza made to me from the airport, so I add, ‘We did speak briefly on the telephone a few days later, but he was only calling to verify some details.’

‘I am sorry. You speak to him?’

Damn.

‘Yes. Last Thursday. At least I think it was. I’d have to check my diary. Why? What exactly has happened?’

Goena ignores my question. ‘And what time was this?’

‘To be honest, I can’t remember. In the morning, I think.’

‘And did he say that he is to go to some place when you speak to him?’

‘I’m sorry. Could you repeat the question?’

‘Qué?’

‘I said, “Could you repeat the question?”’

‘Sí, sí. I repeat. Does Señor Arenaza say that he is doing a travel to another city?’

If Mikel was booked onto a Madrid flight, the San Sebastián police will have that information as a first line of enquiry, but there is no reason why I should have known about it. ‘No,’ I reply, ‘he said nothing to me about going away. Why? Where did he go?’

Goena is writing things down. There’s a long pause before his next question and I can’t tell whether I am aiding or obstructing the investigation.

‘We believe he fly in an aeroplane to Madrid. He arrive and disappear. So you did not intend to meet Señor Arenaza when he was coming to your city?’