The incident at Stirling Castle
On 7/17 May 1603, Anne of Denmark came to Stirling Castle accompanied by the Earl of Orkney, Lady Paisley and others, hoping to collect her son Prince Henry. At Stirling, Marie Stewart, Countess of Mar and her step-son the Master of Mar prevented this. Anne of Denmark made clear her intention to take her son away on the morning of Monday 9/19 May. After some discussions, they sat down to dinner and the queen became unwell. Jean Drummond and Lady Paisley's daughter-in-law Marion Boyd, Mistress of Paisley, helped carry the queen to bed where she had a miscarriage. The 17th-century historian John Spottiswoode, who attended the queen at this time as her almoner or "elemosynar", wrote, "her Majesty went to Striveling, of mind to bring away the prince her son, and carry him along with herself to England; but being denied by the friends of the House of Marre, she became so much incensed, as falling into a fever, she made a pitiful abortion".
Members of the Privy Council of Scotland travelled "in haste" to Stirling, including Alexander Seton, Lord Fyvie, the Earl of Montrose, William Stewart of Traquair, and the lawyers John Skene, John Preston of Fenton Barns, John Cockburn, and Thomas Hamilton. They spoke with the Earl of Mar, who had returned to the castle. Mar said that he had heard of plot to take Prince Henry from Stirling while he was away. Alexander Seton, Margaret's younger brother, wrote to King James advising him to treat the queen with care, writing, "physic and medicine requireth a greater place with Her Majesty at present than lectures on economics and politics." Seton mentioned her "extremity of sickness and disease" at his coming to Stirling. A letter from King James to Anne of Denmark at this time dismisses the Earl of Mar's suggestion of a plot, and asks her to put aside her grief or "dule", and "womanly apprehensions".
Anne of Denmark, according to Thomas Hamilton, told Lady Paisley and her physician Martin Schöner that she had taken "balm water". There were suggestions that this miscarriage or abortion was self-induced, perhaps by use of the "balm water". News of the incident quickly reached Paris, and the Venetian diplomat Giovanni Carlo Scaramelli wrote of her serious illness and that in her fury she had beat her own belly. English gentry hoping to meet the queen on her journey south spread the story of her delay, Francis Fitton wrote to Anne Newdigate, "the Queene hathe had lately some myshapp, which is not to be spoken". According to the French ambassador, the Marquess of Sully, when the Queen travelled to London, she "brought with her the body of the male child of which she had been delivered in Scotland, because endeavours had been used to persuade the public, that its death was only feigned".