F. Knight, who in the Japanese–Russian War represented the London Morning Post, visited Trinidad in his yacht in search of buried treasure.

Alexander Dalrymple, in his book entitled "Collection of Voages, chiefly in the Southern Atlantick Ocean, 1775," tells how, in 1700, he "took possession of the island in his Majesty's name as knowing it to be granted by the King's letter patent, leaving a Union Jack flying."

So it appears that before Harden–Hickey seized the island it already had been claimed by Great Britain, and later, on account of the Portuguese settlement, by Brazil. The answer Harden–Hickey made to these claims was that the English never settled in Trinidad, and that the Portuguese abandoned it, and, therefore, their claims lapsed. In his "prospectus" of his island, Harden–Hickey himself describes it thus:

"Trinidad is about five miles long and three miles wide. In spite of its rugged and uninviting appearance, the inland plateaus are rich with luxuriant vegetation."

"Prominent among this is a peculiar species of bean, which is not only edible, but extremely palatable. The surrounding seas swarm with fish, which as yet are wholly unsuspicious of the hook. Dolphins, rock–cod, pigfish, and blackfish may be caught as quickly as they can be hauled out. I look to the sea birds and the turtles to afford our principal source of revenue. Trinidad is the breeding–place of almost the entire feathery population of the South Atlantic Ocean. The exportation of guano alone should make my little country prosperous. Turtles visit the island to deposit eggs, and at certain seasons the beach is literally alive with them. The only drawback to my projected kingdom is the fact that it has no good harbor and can be approached only when the sea is calm."

As a matter of fact sometimes months pass before it is possible to effect a landing.

Another asset of the island held out by the prospectus was its great store of buried treasure. Before Harden–Hickey seized the island, this treasure had made it known. This is the legend. In 1821 a great store of gold and silver plate plundered from Peruvian churches had been concealed on the islands by pirates near Sugar Loaf Hill, on the shore of what is known as the Southwest Bay. Much of this plate came from the cathedral at Lima, having been carried from there during the war of independence when the Spanish residents fled the country. In their eagerness to escape they put to sea in any ship that offered, and these unarmed and unseaworthy vessels fell an easy prey to pirates. One of these pirates on his death–bed, in gratitude to his former captain, told him the secret of the treasure. In 1892 this captain was still living, in Newcastle, England, and although his story bears a family resemblance to every other story of buried treasure, there were added to the tale of the pirate some corroborative details. These, in twelve years, induced five different expeditions to visit the island. The two most important were that of E. F. Knight and one from the Tyne in the bark Aurea.

In his "Cruise of the Alerte," Knight gives a full description of the island, and of his attempt to find the treasure. In this, a landslide having covered the place where it was buried, he was unsuccessful.

But Knight's book is the only source of accurate information concerning Trinidad, and in writing his prospectus it is evident that Harden–Hickey was forced to borrow from it freely. Knight himself says that the most minute and accurate description of Trinidad is to be found in the "Frank Mildmay" of Captain Marryat. He found it so easy to identify each spot mentioned in the novel that he believes the author of "Midshipman Easy" himself touched there.

After seizing Trinidad, Harden–Hickey rounded the Cape and made north to Japan, China, and India. In India he became interested in Buddhism, and remained for over a year questioning the priests of that religion and studying its tenets and history.

On his return to Paris, in 1890, he met Miss Annie Harper Flagler, daughter of John H. Flagler. A year later, on St. Patrick's Day, 1891, at the Fifth Avenue Presbyterian Church, Miss Flagler became the Baroness Harden–Hickey. The Rev. John Hall married them.

For the next two years Harden–Hickey lived in New York, but so quietly that, except that he lived quietly, it is difficult to find out anything concerning him.