When World War II broke out on 3 September 1939, Haining was on holiday in Cornwall with Margit Prém, the Hungarian head of the mission's elementary school. The women returned immediately to Budapest. They had hoped to take Haining's sister Agnes back with them for a visit, but the war changed their plans. According to McDougall, Haining wrote to someone: "The journey back was a nightmare—five changes, no porters, no hot food, crowded trains like Bank Holiday plus luggage, no sanitary conveniences fit to mention, two nights spent on the platform beside, or on, our luggage." In 1940 the Church of Scotland missions committee in Edinburgh advised her to return to Scotland, but according to McDougall she felt safe in Hungary and decided to stay. He mentioned her briefly in his book "In Search of Israel" (1941): "Miss Haining, the matron of the girls' home, stayed on after the others, and she is there still. By roundabout ways we hear from her sometimes." She wrote to someone shortly after the outbreak of war: