Hervey and Frederick (using a pseudonym "Captain Bodkin") wrote a theatrical comedy together which was staged at the Drury Lane Theatre in October 1731. It was panned by the critics, and even the theatre's manager thought it so bad that it was unlikely to play out even the first night. He had soldiers stationed in the audience to maintain order, and when the play flopped, the audience was given their money back. Hervey and Frederick also shared a mistress, Anne Vane, who had a son called FitzFrederick Vane in June 1732. Either of them or William Stanhope, 1st Earl of Harrington, another of her lovers, could have been the father. Jealousy between them may have contributed to a breach, and their friendship ended. Hervey later wrote bitterly that Frederick was "false ... never having the least hesitation in telling any lie that served his present purpose."