As a protection, and as a means of retaining some measure of power in case he fell from favour, he had persuaded Pope Paul V to create him cardinal, the previous March, 1618. He retired to his palace in Lerma, and then to Valladolid, where it was reported that he celebrated Mass every day "with great devotion and tears". When the dying Philip III was presented with a list of prisoners and exiles to be forgiven, he granted grace to all except the cardinal-duke of Lerma. When Lerma learned the news, he started from Valladolid to Madrid but was intercepted on the road and commanded by Olivares, favorite of the heir to the throne, who professed an implacable hatred for the cardinal, to return to Valladolid. The cardinal was in Villacastin and remained there until he learned of the death of the king. Then he went back to Valladolid to celebrate the requiem in the church of San Pablo. He was ordered by the count of Olivares to reside in Tordesillas but he did not obey and appealed to the pope. Gregory XV and the Sacred College defended him, considering his banishment an attempt against ecclesiastical freedom and the prestige of the cardinalate.