In September 1928, Henry left England with his brother Edward, Prince of Wales, to shoot big game in Africa. The brothers parted in Nairobi, where Henry was to stay for a while. There, he was entertained by Mansfield Markham and his wife Beryl Markham. Beryl and Henry soon started an affair (though sources differ over when the affair started; many say it was not until her visit to England). In November, the brothers were recalled to England due to their father's worsening health, and soon after Beryl returned too. At the Grosvenor Hotel, close to Buckingham Palace, the affair continued with Prince Henry openly hosting parties with her in her suite and drinking too much.