As his father had done, King James I's Chief Minister, Robert Cecil ,built his entrapments around a germ of genuine plotting. We uncover a small Catholic rebellion in Warwickshire in response to the king’s tougher anti-Catholic laws. And we examine Cecil’s imaginative embellishment: a mystery letter delivered to a compromised Catholic peer on 26 October warning of ‘a terrible blow this Parliament.’ It was handed to the king to decipher. If anything was designed to terrify James I, whose father had narrowly escaped death from a gunpowder blast, this was it.