Sharing a flat with Balfour, Connolly's social circle expanded with new friends like Bob Boothby and Gladwyn Jebb. However, he was ill at ease and in April 1928 set off for Paris, where he met Pearsall Smith and Cecil Beaton and visited brothels posing as a journalist. He went on to Italy, where he stayed with Berenson and Mrs Keppel where he was taken with her daughter Violet Trefusis. Then via Venice and East European cities he made his way to Berlin to meet up with Jebb.