‘No. No. What do you mean he arrived and disappeared?’ It’s easy to sound worried; I just put my voice at a slightly tighter pitch. ‘Like I said, we didn’t know each other. We had a meeting in San Sebastián. Otherwise nothing. I’m sorry I can’t be more helpful.’

This final remark does the trick. Goena asks a couple of supplementary questions but seems to believe in my innocence. I drain the coffee in two mouthfuls, praying that the conversation will now end. Purely for reasons of bureaucracy Goena asks for my home address and passport number, but the interrogation goes no further. As soon as we have hung up I leave two euros on the table and run outside to the nearest newsstand, buying a copy of El País. Sure enough, prominently set out on page five, is the following story:

LEADING BATASUNA

POLITICIAN VANISHES

One of the key figures in Herri Batasuna, the banned political wing of the terrorist organization ETA, has disappeared.

Mikel Arenaza, a councillor based in San Sebastián, boarded an Iberia flight bound for Madrid on Thursday. He later checked into the Hotel Casón del Tormes, but staff became suspicious when he did not return to his room for 48 hours.

Señor Arenaza’s wife filed a missing person report with Guipúzcoa police at the weekend. Señora Izaskun Arenaza told police that her husband, 43, left home at around 9.20 a.m. on 6 March and was planning to be away on business for several days.

The article goes on to describe Mikel’s career with Batasuna, but says very little about the details surrounding the case. With the exception of his luggage at the Hotel Casón del Tormes, no personal belongings have yet been found. I call Julian from the Endiom mobile and discover that he too has spoken to Goena and was able to offer little in the way of helpful information. He did not know, for example, that Arenaza was planning to come to Madrid, nor had he seen the article in El País. Indeed, he sounds curiously uninterested in the whole episode and even makes a joke to lighten the mood of our conversation.

‘What did you do, Alec? Pack him in cement boots and drop him in the Atlantic? You got him hiding in your cellar, boot-of-the-car job, drowned in the attic water tank?’

In the circumstances I don’t find this funny, but summon a boss-flattering laugh. ‘Actually I never saw him after San Sebastián.’ Then Julian asserts, with baseless confidence, that ‘old Mikel will surface in a day or two’ and we bid one another farewell.

But things go from bad to worse.

The following morning, the Nokia rings at 8.05 a.m., shaking me from a deep sleep. An assertive-sounding Spaniard, this time with impeccable English, asks to speak – ‘immediately please’ – to ‘Mr Alexander Milius’.

‘I’m Alec Milius. What time is it?’

‘It is eight o’clock.’ The voice is young and humourless and offers only a scant apology for calling so early. ‘My name is Patxo Zulaika. I am a reporter with the Ahotsa newspaper in Euskal Herria. I need to ask you some questions concerning the disappearance of Mikel Arenaza.’

I again look at the clock. It’s going to be harder to think my way around any questions before at least having a shower and a cup of coffee.

‘Couldn’t we do this later?’

‘We could, yes, we could, but a man’s life is at stake.’ This baffling overstatement is delivered without a hint of irony. ‘It is my understanding that you have already spoken to the police. I am currently in Madrid and would like to arrange to meet you this morning.’

Zulaika must have got my number from Goena. I sit up out of bed, clear my throat, and try to stall him.

‘Look, could you call back? I have company.’

‘Company?’

‘Somebody here.’

He sounds suspicious. ‘Fine.’

‘Thank you. Maybe in an hour or two? I’ll be at my desk.’

But there’s scarcely enough time in which to think clearly. On the stroke of nine o’clock, Zulaika rings back, tenacious as a dog with a bone. I’ve had a quick shower, answering the phone in my dressing gown.

‘Mr Milius?’ Still pushy, still over-familiar. ‘As I explained earlier, I would like to meet you to discuss the disappearance of the Batasuna councillor Mikel Arenaza. It is a matter of great importance to the Basque region. What time would you be free today?’

There’s no point in stalling him. His sort never give up. ‘What about later this morning?’

‘Perfect. I understand that you work for Endiom.’

‘That’s right.’ Perhaps he has already spoken to Julian.

‘Would their offices be suitable or do you have a different location that you prefer?’

I tell him it would be better to meet nearer my house and set a time at Cáscaras, the tortilleria where I eat breakfast on Ventura Rodríguez. He takes down the address and we arrange to meet at eleven.

In the intervening period I buy most of the Spanish dailies. No new information has emerged about Arenaza. The story continues to feature prominently in the news pages and I find Zulaika’s by-line in Ahotsa. A Basque waiter I know in the barrio is able to translate the main points of his story, but it would still appear that the police have very few leads. At no point do any of the journalists reporting the disappearance mention Rosalía Dieste. I make a decision not to mention her name to Zulaika. However, our initial telephone conversations may have been interpreted as evasive, so it will be important to seem co-operative. To that end I get to Cáscaras fifteen minutes early, find a quiet table near the back and offer him a wide, diplomatic smile when he walks in.

‘You must be Patxo.’

‘You must be Alec.’

I have stood up, coming out from behind the table to shake his hand. Zulaika is wearing ironed jeans, cheap shoes and a scruffy tweed jacket, the clothes of a boy at boarding school on exeat.

‘How did you recognize me?’ he asks.

‘I didn’t. It just seemed likely that it was you. Your face fits your voice.’

In truth, Zulaika is even younger than he sounded on the phone. I would put his age at no more than twenty-five, although he is wearing a wedding ring and going bald around the widow’s peak. He has the still, humourless face of a zealot and makes a point of continually meeting my eye. Something close to a deranged sense of entitlement is apparent in these initial moments. He tries to take control of the meeting by asserting a need to sit nearer the window, questioning the bright yellow décor with his eyes and squinting at the reproduction Mirós and Kandinskys. Now that he’s got me where he wants me, he’s not even going to bother thanking me for giving up my time.

‘So, you’re in town investigating the disappearance?’

‘I am Ahotsa’s senior correspondent in Madrid,’ he replies, as if I should have known this already. ‘This is the story that I’m working on at present. How did you meet Mr Arenaza?’

No preliminaries, no pause before what will almost certainly be a long and detailed interview. Zulaika has a spiral-bound notebook in front of him, two ballpoint pens and a shopping list of questions, in Basque, written in a neat hand on three pieces of lined A4. He also came in carrying a battered laptop briefcase which is currently leaning against my leg beneath the table. At some point I might move my foot, just so that it falls to the floor.

‘Well, I was introduced to him by my manager, Julian Church, at Endiom. They’re old friends. I was up in San Sebastián on business a couple of weeks ago and he put me in touch.’

Zulaika doesn’t write down Julian’s name, which would suggest that he has already heard about him from Goena, or perhaps even conducted an interview. Diego, one of the waiters whom I see most days, approaches our table, greets me with a warm ‘Hola, Alec’ and asks what we’d like to order. Zulaika doesn’t look up. Sullenly he says, ‘Café con leche y un vaso de agua,’ and then scratches his ear. You can tell a lot about people by the way they treat waiters.