In 1922, Ambrose returned to London, where he was engaged by the Embassy Club to form a seven-piece band. He stayed at the Embassy for two years, before walking out on his employer to take up a much more lucrative job at the Clover Gardens in New York. After a year there, besieged by continual pleas to return from his ex-employer in London, in 1925 he was finally persuaded to go back by a cable from the Prince of Wales: "The Embassy needs you. Come back—Edward".