The "Minerva" arrived in Sydney on 11 January 1800. Cox purchased a farm and made Holt its manager. Further land was purchased but in 1803 large liabilities led to Cox's estate being placed into the hands of trustees. He was suspended from office due to allegations that regimental accounts were involved. Cox returned to England in 1807 to answer allegations that he had misused army funds. The "Dictionary of Australian Biography" records that Cox was cleared in 1808, and was promoted to Captain of 102nd Regiment of Foot, and placed in charge of Irish political prisoners. However, the "London Gazette" of 19 April 1808 records, "Paymaster William Cox, of the New South Wales Corps, is dismissed the Service."