"Poor Gay is much where he was, only out of the Duchess [of Monmouth]'s family and service," Arbuthnot wrote to Swift, October 19th, 1714.

"He has some confidence in the Princess and Countess of Picborough; I wish it may be significant to him.

I advised him to make a poem upon the Princess before she came over, describing her to the English ladies; for it seems that the Princess does not dislike that.

(She is really a person that I believe will give great content to everybody).

But Gay was in such a grovelling condition as to the affairs of this world, that his Muse would not stoop to visit him."[13] No proposal, however, being made to him, Gay, following the advice of Pope and Arbuthnot, proceeded to remind the new Court of his existence, and in November published "A Letter to a Lady, occasioned by the arrival of Her Royal Highness "-- the "Lady" being, it is generally assumed, Mrs.
Howard.