Estrella de mar was coming out to play. From the balcony of Frank's apartment, three floors above the swimming pool, I watched the members of the Club Nautico take their places in the sun. Tennis players swung their rackets as they set off for the courts, warming up for three hard-fought sets. Sunbathers loosened the tops of their swimsuits and oiled themselves beside the pool, pressing their lip-gloss to the icy, salty rims of the day's first margaritas. An open-cast gold mine of jewellery lay among the burnished breasts. The hubbub of gossip seemed to dent the surface of the pool, and indiscretion ruled as the members happily debriefed each other on the silky misdemeanours of the night.

To David Hennessy, who hovered behind me among the clutter of Frank's possessions, I commented: 'What handsome women… the jeunesse dorée of the Club Nautico. Here that means anyone under sixty.'

'Absolutely, dear chap. Come to Estrella de Mar and throw away the calendar.' He joined me at the rail, sighing audibly. 'Aren't they a magnificent sight? Never fail to make the balls tingle.'

'Sad, though, in a way. While they're showing their nipples to the waiters their host is sitting in a cell in Zarzuella jail.'

Hennessy laid a feather-light hand on my shoulder. 'Dear boy, I know. But Frank would be happy to see them here. He created the Club Nautico – it owes everything to him.

Believe me, we've all been hoisting our pina coladas to him.'

I waited for Hennessy to remove his hand, so soft against my shirt that it might have belonged to the gentlest of importuning panders. Bland and sleek, with an openly ingratiating smile, he had cultivated a pleasant but vague manner that concealed, I suspected, a sophisticated kind of shiftiness. His eyes were always elsewhere when I tried to catch them. If the names in his Lloyd's syndicate had prospered, even that unlikely outcome would have had an ulterior motive. I was curious why this fastidious man had chosen the Costa del Sol, and found myself thinking of extradition treaties or, more exactly, their absence.

'I'm glad Frank was happy here. Estrella de Mar is the prettiest spot that I've seen on the coast. Still, I would have thought Palm Beach or Nassau more your style.'

Hennessy waved to a woman sunbathing in a pool-side lounger. 'Yes, friends at home used to say that to me. To be honest, I agreed with them when I first came here. But things have changed. This place isn't like anywhere else, you know. There's a very special atmosphere. Estrella de Mar is a real community. At times I think it's almost too lively.'

'Unlike the retirement complexes along the coast – Calahonda and so on?'

'Absolutely. The people of the pueblos…' Hennessy averted his gaze from the poisoned coast. 'Brain-death disguised as a hundred miles of white cement. Estrella de Mar is more like Chelsea or Greenwich Village in the 1960s. There are theatre and film clubs, a choral society, cordon bleu classes. Sometimes I dream of pure idleness, but not a hope. Stand still for a moment and you find yourself roped into a revival of Waiting for Godot.'

'I'm impressed. But what's the secret?'

'Let's say…' Hennessy checked himself, and let his smile drift across the air. 'It's something rather elusive. You have to find it for yourself. If you have time, do look around. I'm surprised you've never visited us before.'

'I should have done. But those tower blocks at Torremolinos throw long shadows. Without being snobbish, I assumed it was fish and chips, bingo and cheap sun-oil, all floating on a lake of lager. Not the sort of thing people want to read about in The New Yorker.'

'I dare say. Perhaps you'll write a friendly article about us?'

Hennessy was watching me in his affable way, but I sensed that a warning signal had sounded inside his head. He strolled into Frank's sitting room, shaking his head over the books pulled from the shelves during the police searches, as if enough rummaging had already taken place at Estrella de Mar.

'A friendly article?' I stepped over the scattered seat cushions. 'Perhaps… when Frank comes out. I need time to get my bearings.'

'Very sensible. You can't guess what you might find. Now, I'll drive you to the Hollingers'. I know you want to see the house. Be warned, though, you'll need to keep a strong grip on yourself Hennessy waited as I made a last tour of the apartment. In Frank's bedroom the mattress stood against the wall, its seams slit by the police investigators searching for the smallest evidence that might corroborate his confession. Suits, shirts and sportswear lay strewn across the floor, and a lace shawl that had belonged to our mother hung over the dressing-table mirror. In the bathroom the hand-basin was filled with shaving gear, aerosols and vitamin packs swept from the shelves of the medicine cabinet. The bathtub was littered with broken glass, through which leaked a stream of blue shower gel.

On the sitting-room mantelpiece I recognized a childhood photograph of Frank and myself in Riyadh, standing with Mother outside our house in the residential compound. Frank's sly smile, and my owlish seriousness as the older brother, contrasted with our mother's troubled gaze as she strained to be cheerful for Father's camera. Curiously, the background of white villas, palms and apartment houses reminded me of Estrella de Mar.

Beside the row of tennis trophies was another framed photograph, taken by a professional cameraman in the dining room of the Club Nautico. Relaxed and pleasantly high, Frank was holding court in his white tuxedo among a group of his favourite members, the spirited blondes with deep décolletages and tolerant husbands.

Sitting beside Frank, hands clasped behind his head, was the fair-haired man I had seen on the tennis court. Frozen by the camera lens, he had the look of an intellectual athlete, his strong body offset by his fine-tuned features and sensitive gaze. He lounged back in his shirtsleeves, dinner jacket slung over a nearby chair, pleased with the happy scene around him but in some way above all this unthinking revelry. He struck me, as he must have done most people, as likeable but peculiarly driven.

'Your brother in jollier times,' Hennessy pointed to Frank. 'One of the theatre club dinners. Though photographs can be misleading – that was taken a week before the Hollinger fire.'

'And who's the brooding chap beside him? The club's leading Hamlet?'

'Far from it. Bobby Crawford, our tennis professional, though he's far more than that, I may say. You ought to meet him.'

'I did this afternoon.' I showed Hennessy the sticking-plaster which the concierge had pressed against my bleeding palm. 'I still have a piece of his tennis racket in my hand. I'm surprised he plays with a wooden one.'

'It slows down his game.' Hennessy seemed genuinely puzzled. 'How extraordinary. Were you on the courts with him? Bobby does play rather fiercely.'

'Not with me. Though he was up against someone he couldn't quite beat.'

'Really? He's awfully good. Remarkable fellow in all sorts of ways. He's actually our entertainments officer, and the absolute life and soul of the Club Nautico. It was a brilliant coup of Frank's to bring him here – young Crawford's totally transformed the place. To be honest, before he came the club was pretty well dead. Like Estrella de Mar in many ways – we were turning into another dozy pueblo. Bobby threw himself into everything: fencing, drama, squash. He opened the disco downstairs, and he and Frank set up the Admiral Drake regatta. Forty years ago he'd have been running the Festival of Britain.'

'Perhaps he still is – he's certainly preoccupied with something. Yet he looks so young.'

'Ex-army man. The best junior officers stay young for ever. Strange about that splinter of yours I was still trying to prise the splinter from my hand as I stared at the charred timbers of the Hollinger house. While Hennessy spoke to the Spanish chauffeur on the intercom I sat in the passenger seat beside him, glad that the windshield and the wrought-iron gates lay between me and the gutted mansion. The heat of the conflagration still seemed to radiate from the bruised hulk, which sat atop its hill like an ark put to the torch by a latter-day Noah. The roof joists jutted from the upper walls, a death-ship's exposed ribs topped by the masts of the chimneys. Scorched awnings hung from the windows like the shreds of sails, black flags flapping a sinister semaphore.