We tailed Helena from the senator's house to the stables where I knew her father kept his carriage. Two female companions were with her, closely cloaked and followed by a slave carrying small hand luggage. They left the slave behind when they departed in the carriage like the three Graces taking their dancing sandals to a summer picnic. It was a slow vehicle, giving me time to acquire horses for Jacinthus and me.

Whether Ganna had whispered it to her, or whether Helena simply worked it out for herself, as soon as I saw that she was taking a route along the Via Appia and out towards the Alban Hills, it struck me where we were probably going. In winter it would be a long haul: we were heading for another shrine of Diana. We were going to Lake Nemi.

The carriage stopped for a comfort break after about six miles. I rode up. 'Surprise!'

'I thought we'd let you catch up,' said Helena pleasantly. Her eyes lingered on Jacinthus. The cook had no idea his presence was making me feel unprofessional.

To my surprise Helena not only had Albia with her, which I might have expected, but also Claudia Rufina, the hard-done-by wife of Justinus. Claudia was exhibiting the bright eyes and firm mouth of a wronged woman who now had her rival pinned down in catapult range. If Veleda really was skulking at Nemi, she was liable to end up buried there in a shallow grave.

When I grumbled about being excluded, Helena retorted that men were superfluous. The shrine of Diana Nemorensis had become a wildly fashionable complex for wealthy wives who needed assistance in conception. Helena and Claudia were going to Nemi under guise of seeking fertility advice. I said a fertility shrine seemed an odd place to hide a virgin priestess. Claudia sniffed. Albia spluttered with laughter. Helena just grinned and told me that if I had to tag along, I must keep right out of their way at the shrine. That suited me.

Since Nemi lies between fifteen and twenty miles from Rome, our late start was ludicrous. We only reached the area by the feeble light of lanterns. We were forced to stay overnight at Aricia. Aricia had been a stronghold of Augustus' horrible family, so it was full of people who took a snide view of anyone who lacked gods in their ancestry. There were inns. Any town on the edge of a famous sanctuary extends hospitality to those it can exploit. In theory Aricia was a pleasant spot, famous for its wine, its cuts of pork, its woodland strawberries. The whole place was half dead in December, however. Dinner was foul, the beds were damp, and the only consolation was that there were few Saturnalia revellers creating a din on its sour streets. At least we slept. Helena and I slept together, and since we were so close to a fertility shrine, I made sure we demonstrated that we did not need any divine assistance in our matrimonial rites. No votive statue sellers tomorrow would be selling me little models of sick wombs or wobbly penises. In the morning I had barely enough energy to beat up the landlord for overcharging – but that was nothing to do with my exertions, just seasonal depression clamping down.

We did not linger over breakfast, since the inn did not offer any. We found a solitary bakery that condescended to sell a bag of old rolls and some must-cake. Eating as we went, in a manner that would not be approved of by snobs, we set off soon after dawn to find the sacred grove and the lake.

The Alban Hills enclose two inland lakes known as the mirrors of Diana – the Lakes of Nemi and Albanus. Of these, Lake Nemi is famously the more isolated, beautiful and mysterious. When the country road brought us three miles from Aricia along the upper ridges, nothing prepared us for what would lie below. That frosty December morning, mist writhed like abandoned laundry on the silent forest trees and hung over the lake basin in a suspended white canopy. The shrine of Diana was set apart from the world, within a perfect circle of volcanic peaks. The enclosed lake gave the impression it might be as deep again as the surrounding hills are high. Tangles of age-old vegetation clothed the steep interior slopes, ancient holm oaks and ash, thriving amidst head-high brambles and ferns; yet somehow a road had been hacked out down inside the ancient crater. Even the presence of Julius Caesar's enormous villa, sprawled in ugly splendour at the southern end of the lake, could not spoil the remote perfection of the scene.

The narrow road led us fairly gently through the deserted woods via overgrown hairpin bends. As we descended, we passed little fields and market gardens, clearly benefiting from fertile soil, though most looked abandoned and some gave the impression they had been frozen in time since our primitive rural ancestors. There were occasional tiny dwellings, more like cowsheds than homes, with no sign of occupants. We lost our way a couple of times, but then a man in a cart came racketing around a corner and nearly ran into us. He had the haunted gaze of a husband who thought his wife was cheating on him, an obsessed cuckold who was gallivanting up the hill in the hope of catching the culprits at a tender tryst in Aricia. I bet they knew he was coming. I bet it happened every week, and they always eluded him.

Despite looking unreliable, he gave us accurate directions. We took a side road we had already passed twice, that had looked as if it led nowhere, and soon came out in a flat area close to the water, just below the levelled terraces upon which the sanctuary was built.

We were in a deep basin the eye could only take in if you turned on the spot. Ahead of us stretched the limpid waters of the lake, unmarred by fishing boats. All around, striking hills rose steeply to a sky that seemed so far away we felt like moonstruck rabbits at the bottom of their burrow. 'This place would make poets wet themselves.' 'Ever one for the fluent phrase, Falco.' 'I'm not happy. It's too sure of its own magnificence.' 'You just hate seeing that a local landowner has selfishly scarred the vista with an ostentatious holiday home!' Helena was glaring angrily down the lake to the abomination that disfigured the southern shore. She was no supporter of Julius Caesar or his great-nephew Augustus, with their boasts and empire-building machinations, let alone their crackpot, incestuous, empire-destroying descendants, Caligula and Nero.

'You said it. Filthy-rich monsters with brazen ambitions… Also, fruit, 1 am sneering at this so-called isolated shrine, which has cynically attracted shoals of elite – and loaded – so useful in gynaecology women, whose real reason for failure to conceive is that they are all inbred to buggery -'

'I don't believe buggery would help,' Claudia Rufina murmured sweetly, as if 1 might not know its definition. The tall young woman (provincial, but substantially loaded herself) rearranged a stole over one shoulder, gazing around as if she feared to meet her destiny in this near-perfect place. They were all subdued. Entranced by the wild beauty of the setting, young Albia turned on me an expression she saved for when she knew indelicate issues were being discussed by adults who preferred her not to listen. Then she lost interest in being precocious and went back to admiring the grove-covered hills and the lake.

Any religious nymph from the endless forests of Germany ought to feel at home close to these graceful trees and the water. 1 finally began to believe that Veleda might be here.

Helena had a vague recollection of some story about horses being banned within the temple precincts. 'Wasn't Diana's hunting consort, Virbius, a manifestation of Theseus' son Hippolytus, who was torn apart by horses for rejecting the adulterous advances of his stepmother, Phaedra?' 'Sounds like a load of old myth to me…' 1 grinned. 'Families do have their troubles.' 1 listened to Helena. Our purpose today would hardly be welcomed. We could not march in and demand that a priestess who had been granted sanctuary be handed over to us. So rather than offend even more, we left our carriage and horses, and continued unobtrusively on foot. The shrine lay above us. Its main rites were in August, the birthday of the huntress goddess, when crowds of women came from Rome to celebrate the compassionate patroness of midwives, lighting up the whole area with torches and lamps. Today, we passed nobody as we walked.