The second meeting with Cetro, scheduled for Thursday afternoon, is cancelled on the basis that Bonilla (who has now taken ‘personal responsibility’ for the investigation) is waiting to hear back from two ‘extremely important’ contacts. Instead I spend the afternoon trailing Rosalía around the Retiro, where she goes to an exhibition and buys an ice cream near the lake. At one point, twisting her head out of a sudden gust of wind, she turned and looked directly at me, our eyes meeting for the first time. This was over a distance of perhaps eighty or ninety feet, but there was something in it, a momentary flicker of surprise. It was the worst possible outcome, and in normal circumstances would have been sufficient to pull me off the case. A watcher who has been observed by the subject is considered ineffective and blown. But I am working alone and can only take off my jacket and put on a baseball cap in a feeble attempt to effect a short-term change in my appearance. She does not appear to look for me again, but until Rosalía leaves the park I follow her using parallel paths, tracking her progress through screens of buildings and trees. It’s a mug’s game.

Then Friday comes. Somehow I always knew something was going to happen on Friday.

Gael leaves on what looks like a business trip at 6.55 a.m. He’s carrying the same red rucksack and a large suitcase and they wave goodbye to one another with the quiet sadness of parted lovers. Standing at the sixth-floor window as he drives off, Rosalía looks lost and appears to wipe tears – or is it sleep? – out of her eyes. How long is he going for? The suitcase looked big enough for at least a week. Is this the moment? Is this when Arenaza comes?

Nothing happens until the early evening. Rosalía doesn’t go anywhere, not even to buy a newspaper. It feels like the longest day of the week and I break a golden rule of surveillance by going for a five-minute walk to lessen the searing pain in my back. Her front door was never out of sight, but it’s becoming clear to me that I can only cope with two or three more days of sandwiches and observation. I’m becoming sloppy and will soon have to hand things over to the police.

Rosalía finally leaves the apartment at 7.10 p.m. wearing a pair of thick-rimmed Anna Win tour sunglasses. I haven’t seen them before and it has been a dull, overcast day. She has never struck me as the vain, fashion-conscious type, so I can only assume that she has an allergy or has been crying. She walks quickly out of the front door onto Rodríguez Marín and turns right towards Concha Espina. When she is twenty metres from the corner I switch on the Audi engine in anticipation of her catching a cab. Only she doesn’t stop. Instead she turns right and I lose sight of her for about thirty seconds until I have caught up, on foot, and spotted her fifty metres downhill moving briskly west in the direction of the Bernabeu.

She keeps on walking, crossing Serrano, then the southern end of Paseo de la Habana, past the bank of ticket windows built into the lower section of the stadium. I keep about sixty metres behind her, further than usual, but wary of being sighted a second time after the incident in the Retiro. In any case, it’s fairly certain that this is just a trip to the metro. We’ve been here before: Rosalía hops on Line 10, changes at Tribunal and then goes late-night shopping in Sol.

Only she keeps on walking. She waits for the pedestrian lights on the Castellana and crosses over to the far side of the road. She’s moving more quickly than normal; she’s in a hurry. I hide behind a turquoise bus with German licence plates in the stadium car park and watch as she shrinks into the distance. This is risky. If Rosalía heads immediately into the grid of streets beyond the Castellana, I might lose her for the first time in eight days. We are separated by twelve busy lanes of traffic moving quickly in both directions. It was stupid of me to let her get this far ahead. I should have tucked in close behind and not allowed a gap of such size to open up.

Where has she gone?

Up to the right, about 150 metres away at two o’clock, I spot her on the pavement. Pale jeans, denim jacket, still walking quickly, still alone. There’s a flashing green man at the pedestrian crossing and I take it, sprinting over to the far side of the road and then jogging north to follow her.

I can’t see her any more. She must have turned left at the next street. I take the corner of Calle de Pedro Teixeira at a wide angle, as the pavement artists advise. That way, if Rosalía has stopped for any reason – to double back, to check her tail – there is no danger of us colliding and I can continue in a straight line, as if intending to cross the road. But I can see that she has made the turn. Seventy metres west she is walking hurriedly along Teixeira. I follow from the opposite side of the street. After about forty seconds she makes a second left-hand turn onto a road running parallel to the Castellana. It dawns on me now that I have been here before, for a drink with Sofía about a year ago. There’s a bar on the next block called Moby Dick with an area directly in front of it reserved solely for cars. We had a pint next door, in a prefab Irish pub the size of Dublin. Is that where she’s going? Is that where she and Arenaza are planning to meet? He was always talking about Ireland. Basques love the craic.

She walks inside, so I wait across the street with clear sight of the entrance. It’s a safe bet that she is meeting somebody and will therefore be at the location for at least another fifteen or twenty minutes. To follow immediately behind her would run the risk of being spotted, particularly if she doubles back at the door or pauses in the entrance to take her bearings. Better to wait until she is static at a table. Then I can move more freely and try to ascertain what is going on.

From memory, the Irish Rover is laid out in three sections on the ground floor. You walk into a foyer where tall, wrought-iron street lamps and mocked-up store fronts are meant to give the impression of an Irish village. The bar is thus ‘The Village Pub’, a second structure within the building with its own windows and doors. At the back of the bar are two pool tables and there’s also a cloakroom selling T-shirts. To the right is a raised area large enough to accommodate a live band, with a staircase behind it leading up to a second storey. Rosalía could be anywhere. My best option may be to wait for the next large group of people heading into the building and to make conversation with them as cover. If Rosalía is sitting near the front door she will be less likely to notice me entering in a cluster of five or six people.

Here they come. Spaniards from the business district heading for pre-weekend drinks. Three guys, two girls, all under thirty and coming in from the right. I walk through the cluster of cars and time my arrival at the door to coincide with theirs. One of the girls notices me and I take my chance, directing a general greeting at the five of them.

‘Hola.’

‘Hola. Buenas tardes.’

It’s something I probably couldn’t get away with in the UK, but Spaniards are generally more affable and easygoing.

‘Parece que tenemos la misma idea,’ I tell them. It looks like we have the same idea.

One of the guys, good-looking and threatened, gives me a slightly puzzled look, but the other girl picks up on my remark and says, ‘Sí, sí, with enthusiasm.

‘Una pinta antes del fin de semana. Un partido de billar, Y a relajarnos.

‘Claro.’

We have walked through the door now and into a small, poster-covered vestibule about the size of a garden shed. A metre in front, the other girl has opened the main door into the pub and is making her way inside. It’s loud and smoky and Van Morrison is blaring out on a music system.

‘Eres americano?’ I make a point of getting ahead of her and turning round as she asks the question.