In March 1614 thieves broke into his lodgings at Whitehall Palace and stole a gold collar set with pearls and diamonds worth £300, a silver warming pan, a silver inkstand, and some linen. A bed in his lodgings at the gatehouse of Whitehall Palace had belonged to "Lady Lennox", Margaret Douglas, Countess of Lennox or perhaps Elizabeth Stuart, Countess of Lennox, who had "worked" or embroidered the curtains. In 1620 he wrote to Sir Robert Gordon in Paris asking him to buy a dozen masks and a dozen gloves for gentlewomen, engaging the help of Madame de Gie and the Marquise de Vermont if possible.