The marches were short, as many of the prisoners were still weak and, indeed, among their guard were many convalescents who had recently been discharged from the hospital at Toledo, and who were going back to France.

The little column was accompanied by four waggons, two of which were intended for the conveyance of any who should prove unable to march; and the others were filled with provisions for consumption by the way, together with a few tents, as many of the villages that would be their halting places were too small to afford accommodation for the 400 men, even if every house was taken up for the purpose.

Although the first day's march was only twelve miles, the two empty waggons were quite full before they reached their halting place; and many of the guard had placed their guns and cartridge boxes on the other carts.
It was now the middle of August, and the heat in the valley of the Tagus was overpowering.

The convoy, however, had marched at six in the morning; and halted at eight, in the shade of a large olive wood; and did not continue its march until five in the afternoon.
The night was so warm that the English prisoners, and many of their guards, preferred lying down in the open and throwing the blanket (with which each had been furnished) over him to keep off the dew, to going into the stuffy cottages, where the fleas would give them little chance of rest.
On the third day they arrived at the village of Escurial.

The next morning they began to mount the pass over the Sierra, and slept that night in an empty barracks, at Segovia.