I drove back to Los Monteros and walked along the beach, a forlorn shelf of ochre sand littered with driftwood and waterlogged crates, like the debris of a ransacked mind. After lunch I slept through the afternoon in my room, waking at six to the sounds of serve and volley from the hotel's tennis courts. I sat up and began to write one of my longest letters to Frank, reaffirming my faith in his innocence, and asking him for the last time to withdraw his confession to an atrocious crime that not even the police believed he had committed. If I had no reply from him I would leave for London and return only for the trial.

It was dusk when I sealed the letter, and the lights of Estrella de Mar trembled across the dark water. My senses sharpened as I gazed at this private peninsula with its theatre clubs and fencing classes, its louche psychiatrist and handsome doctor with her bruised face, its tennis professional obsessed by his serving machine, and its deaths in high places. I was sure that the solution to the Hollinger murders lay not in Frank's involvement with the retired film producer but in the unique nature of the resort where he had died.

I needed to become part of Estrella de Mar, sit in its bars and restaurants, join its clubs and societies, and feel the shadow of the gutted mansion fall across my shoulders in the evening. I needed to live in Frank's apartment, sleep in his bed and shower in his bathroom, insinuate myself into his dreams as they hovered on the night air above his pillow, faithfully waiting for him to return.

An hour later I had packed my suitcases and settled my account. As I drove from the Los Monteros Hotel for the last time I decided that I would stay on in Spain for at least another month, cancel my future assignments and transfer enough funds from my London bank to keep me going. Already I felt a curious complicity in the crime I was trying to solve, as if not only Frank's claims to guilt were being questioned but my own. Twenty minutes later, when I turned off the Malaga highway and took the slip-road to Estrella de Mar I sensed that I was going back to my true home.

Across the Avenida Santa Monica, a hundred yards from the gates of the Club Nautico, was a small late-night bar that drew its clientele from off-duty chauffeurs and the engine-fitters and deckhands who worked at the marina boatyard. Above it was a billboard advertising Toro cigarettes, a coarse, high-nicotine brand. I drew up at the kerb and gazed at the proud black bull lowering his horns at any would-be smoker.

For years I had tried to start smoking again, but without any success. In my twenties a cigarette had always calmed the nerves or filled a conversational pause, but I had given up smoking after a bout of pneumonia, and the social taboos were now so strong that I could never even bring myself to place an unlit cigarette in my mouth. Yet in Estrella de Mar the constraints of the new puritanism seemed less intense. I left the engine running and opened the door, deciding to buy a packet of Toros and test the powers of my will against a narrow-minded social convention.

Two young women in familiar micro-skirts and satin bustiers emerged from an alley beside the bar. Their high heels tapped the pavement, and they moved towards me with an easy swagger, assuming that I was waiting for them to accost me. I sat at the steering wheel, admiring their tough but relaxed charm. The prostitutes of Estrella de Mar had a confidence all their own, and were unconcerned by the possible presence of the vice police, so unlike the streetwalkers elsewhere in the world, with their illiterate, edgy minds, their pocked skins and weak ankles.

Tempted by these two young women, who might conceivably know something about the Hollinger fire, I waited for them to reach me. But as they stepped into the light I recognized their faces, and realized that their naked bodies would offer nothing in the way of surprise. I had already watched them from the balcony of Frank's apartment, lying on the chairs beside the pool as they gossiped over their fashion magazines and waited for their husbands, partners in a travel agency in the Paseo Miramar.

I closed my door and rolled along the kerb towards the women, who thrust out their thighs and breasts like department store demonstrators offering a free tasting of a new delicacy. When I drove past them they waved to my rear lights and retreated to a dark doorway beside the bar.

I sat in the car park at the Club Nautico, and listened to the unending beat of music from the disco. Were the two women game-playing, trying to excite their husbands, like latter-day versions of Marie Antoinette and her ladies in waiting, though posing as prostitutes rather than milkmaids? Or were they the real thing? It struck me that the residents of Estrella de Mar might not be as prosperous as they seemed.

On the hill-slopes below the club a security alarm sounded, drilling like a metal cicada at the night. The answering siren of the volunteer security patrol wailed among the palms, a banshee floating above the darkened villas. The sleep of Estrella de Mar was quickened by anonymous crimes. I thought of the favelas in Rio, the violent shanty communities on the heights above the city. They reminded the sleeping rich in their luxury apartments of an even more elemental world than money. Yet I had slept my deepest sleep of all in Rio.

The disco doors opened and strobe music poured into the night. Two men, at first sight off-duty Spanish waiters, backed away from the glare when a young couple ran to their car. The men hovered by an ornamental flower-bed, as if ready to relieve themselves on the cannas, hands deep in the pockets of their reefer jackets, feet moving in the restless quick-step of dealers waiting for their clients.

The pool terrace was deserted, the choppy water settling itself for the night. I carried my suitcases to the doors of the elevator, which was stationary on the third floor. The corridor led to Frank's apartment, two locked administration offices and the club's library. No one, not even in Estrella de Mar, borrowed a book after midnight. I waited for the elevator, stepped out on to the third-floor landing and gazed through the glass doors at the shelves of forgotten best-sellers and the racked copies of the Wall Street Journal and the Financial Times.

Outside Frank's apartment the deep pile of the carpet, raked by a maid's vacuum-cleaner that morning, was bruised by heel marks. As I opened the door a light seemed to dim somewhere beyond the bedroom, the faint afterglow of a dying bulb. The beam of the Marbella lighthouse swept the peninsula, flaring over the rooftops of Estrella de Mar. Carrying my cases, I quietly closed the door behind me and set the security catch. Cloaks of moonlight lay over the furniture like dust-sheets. A faint scent hung on the air, an effeminate aftershave of the kind favoured by David Hennessy.

I walked into the dining room, listening to my footsteps as they dogged me across the parquet flooring. The whisky decanters stood on the blackwood sideboard, a favourite of my mother's that Frank had shipped to Spain. In the darkness I felt the crystal necks of the decanters. One stopper was loose, the glass bung still damp. I tasted the sweet Orkney malt, trying to tune my ears to the silent apartment.

The maid had tidied the bedroom, turning down the bed as if in preparation for Frank's arrival. Carried away by her thoughts of Frank, she had rested on his bed, pressing her head into the pillow as she allowed her memories to play across the ceiling.

I lowered my cases to the floor and smoothed the pillow before stepping into the bathroom. I searched the wall for the light-switch and by mistake opened the medicine cabinet. In the mirror I saw someone emerge from the balcony and enter the bedroom behind me, pausing on the way to the sitting room.