All of which raises the inevitable question: where the hell is Arenaza? ABC, El Mundo and El País are still reporting on the disappearance, but every journalist working on the story – including Zulaika – appears to have run out of leads. According to reports published on Friday, closed-circuit cameras at Barajas airport picked up Mikel getting into a taxi at Terminal One on the day of his disappearance. The driver, who has now been questioned by police, recalled dropping him off at the Hotel Casón del Tormes in Calle del Río, but he wasn’t able to provide any information on his mood. That would appear to tally with earlier reports in which a receptionist said that she could not recall anything unusual about Arenaza’s behaviour. He wasn’t anxious or nervous or making a song and dance; he was just a businessman with a wedding ring on his finger who left the hotel at seven o’clock in the evening, never to be seen again. So it is with an odd mixture of dread and exhilaration that I begin to accept the reality of his murder. What else could have happened? Unless I have the wrong Rosalía Dieste, why hasn’t he come forward to declare himself?

I follow Rosalía for a fourth consecutive day, on Monday 24 March, using a rented Renault Clio. She goes back to the gym, to Plettix to pick up a box of odds and ends, and attends a doctor’s appointment at half past four. Otherwise, nothing. Based on the lack of progress I decide to hire somebody to look into her background in the hope of establishing a connection with Mikel. If nothing has turned up within a week, I will go to Goena.

18. Atocha

Towards the back of every daily edition of El País, just after the six-page section dedicated entirely to classified adverts for prostitution, six numbers are listed for private investigators operating in Madrid. First thing on Tuesday I ring each of them in turn and settle for the one who sounds most professional and efficient – a Chilean from ‘Detectives Cetro’ calling himself Eduardo Bonilla.

‘I’ll send one of my assistants to meet you as soon as possible,’ Bonilla says, picking out my accent and opting to speak in convoluted, if fluent, English. ‘Do you know the main cafetería at Atocha station?’

‘The one in the conservatory? Next to all the plants?’

‘That is exactly right. We say twelve o’clock?’

The cafetería is squared off at the southern end of a vast, barn-like structure more akin to a garden centre than the terminus of a mainline railway station. A jungle of tropical plants, sprayed at heights of ten or fifteen metres by the frequent mists of an automatic watering system, completely dominates the centre of the conservatory. It is one of the strangest sights in all Madrid. I take a corner seat beside a wooden railing and order a freshly squeezed orange juice from a young waiter who seems nervous and out of control. Maybe it’s his first day.

Bonilla’s assistant is a respectable-looking woman in early middle age wearing a neat navy blue suit and plenty of mascara. She might be a single mother with a sideline in encyclopaedia sales; it’s hard to imagine her tracing a missing person, or snooping around in an extra-marital affair.

‘Señor Thompson?’

I gave Bonilla a false name, of course. ‘I’ll be wearing a brown leather jacket,’ I told him. ‘Look for a man with short, dark hair, reading a copy of yesterday’s Financial Times.’ That was just my little private joke.

‘Yes. Chris Thompson. And you must be…?’

‘Mar,’ she replies. ‘I work for Mr Bonilla. What is it you think we can be doing for you?’

The conversation takes place in Spanish and I lie right from the start. I’m not going to mention Arenaza. I’m not going to tell them about Zulaika or the cops. This is just a matter of finding out a little about Rosalía’s life: why she left Plettix; how she met Gael.

‘I need you to conduct some research into a woman named Rosalía Dieste.’

‘For what purpose?’

‘I’m not really at liberty to discuss that.’

Mar shakes out a vaguely suspicious look and writes something in shorthand on a pad. ‘So where does Señora Dieste live?’

A small boy runs past the table, colliding blindly with a passenger trolley piled high with luggage and plastic bags. There are tears and screams. Then his mother appears and whisks him off.

I give the address, fill in Mar about Gael, but don’t admit to watching the apartment over the last few days. All I need are phone records, I tell her, some family background, previous relationship history, any pseudonyms she might employ – and twenty-four-hour surveillance for at least the next ten days.

‘Twenty-four-hour surveillance?’ The question is asked in a suitably impassive fashion, but there might as well be dollar signs spinning behind her eyes. ‘That will require a team of between six and eight operatives working around the clock. What’s your budget on the investigation, Mr Thompson?’

‘What do you charge?’

‘Per day, per employee, 115 euros, with expenses. Over ten days, with eight staff, you’d be looking to pay around…’

I do it for her.

‘Nine thousand two hundred euros.’

Your arithmetic is good.’

‘Well, in that case we may need to think again. How much would it cost just for doing the research into her background?’

‘Depending on the amount of time involved, probably not more than 1,000 euros.’

‘Fine. Then I’d like to start right away.’

And the remainder of the meeting is purely logistical. How would I like to pay? – Cash, with half in advance. Do I have a fixed address in Madrid? – Yes, but use my PO box in Moncloa. How often would I like to receive a report? – Every two days. We arrange for the enquiry to begin as soon as Mar has returned to Bonilla’s office and I agree to meet her again in forty-eight hours.

19. Middlegame

In the old days, working against Katharine and Fortner, I didn’t have to do any snooping around. The relationship was stable; I knew what to expect. They wanted something out of me and I wanted something out of them. There was the odd nose around their bedroom – a time I almost got caught – but otherwise the work was mainly psychological. It was purely about trust and lying. And the longer I spend following Rosalía in Madrid, the more I realize that I am not cut out for the legwork of surveillance, for the patience and the wait. There’s too little excitement in it, no buzz.

She’s at home by the time I make it north in a new hire car on Tuesday afternoon. Hertz at Atocha had a Citroën Xsara going for forty-four euros a day, and I picked it up as soon as the meeting with Mar had ended. Though clearly something could have happened in the past eight hours, it’s now the same old story as the weekend – gym visits and meals, coffee and Gael. Doesn’t this woman do anything with her life? Surely there must be something going on?

I track her for three more days, waiting for a report from Bonilla. Now and again Mar will call up, wondering if I know Rosalia’s email address, her phone number or DNI. None of these questions exactly fills me with confidence – if she can’t find out that kind of information, what hope is there of her uncovering anything useful? – but no other option appears to exist. Access to a Spanish intelligence database would, of course, dramatically accelerate the investigation, but I have long grown used to the frustrations of private citizenship.

So Rosalía goes swimming. Rosalía buys herself a nice new pair of shoes. Rosalía meets the same girlfriend twice for lunch and reads Pérez-Reverte thrillers on the metro. She is shy and physically inexpressive, but clearly very fond of Gael and noticeably attentive to the older members of her family. On Wednesday afternoon, for example, she took the train back to Tres Cantos and spent most of the time with the same elderly woman whom she visited at the weekend. I assume that this is her mother – a widow, dressed head-to-toe in black – because they hugged for a long time on the doorstep when Rosalía finally left. In spite of all the frustration and the boredom, I begin to understand what Arenaza saw in her, besides an obvious physical appeal. There is something melancholy about Rosalía, an absence, as if to break down the defence of her self-possession would yield access to a full and tender spirit.


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