Sir William Halifax, a novel set in Tudor England which featured William Shakespeare as a supporting character. Mundy had difficulty finding a publisher for W.H., although it was eventually serialised as Ho for London Town! in Argosy All-Story Weekly in February 1929, followed by book publication as W.H. through Hutchinson in 1831. Turning his attention to new business ventures, he joined a syndicate, the Sindicato de Desarrollo Liafail, who were planning on drilling for oil in Tijuana, Mexico. Mundy became the syndicate's secretary, while another key member of the group was General Abelardo L. Rodríguez, who was then Governor of Baja California, and they also secured investment from Mexican President Plutarco Elías Calles. They obtained permission in September 1926 and began drilling in February 1927. The company closed in July 1931, having been a financial failure; they had failed to locate any oil and one of the syndicate's partners proved to be a con man who had stolen much of their funds. Final years: 1928–40 After the failings of the Mexican oil expedition, Mundy left for New York City in June 1928. He officially separated from Ames the following month, leaving his Tilgaun home to her. In the city he embarked on a relationship with Theda Conkey Webber—a woman he had met in the autumn of 1927—and she shortly after legally changed her name to Dawn Allen. In New York, Mundy had resumed his friendship with Natacha Rambova, whom he had first met at Point Loma. Through her he was introduced to the spirit medium George Wehner, who helped develop Mundy's interest in Spiritualism. Mundy then wrote an introduction to Wehner's autobiography, A Curious Life, reflecting his own growing interest in Spiritualism. Both Rambova and Mundy and Dawn moved into the Master Apartments building, which rented its rooms to a large number of artists and writers. Mundy became involved in Nicholas Roerich's museum, which was located in the building, and travelled to London in order to convince the authorities to permit Roerich's expedition to India and in to the Himalayas; they had initially been hesitant that Roerich—who was Russian by birth—may have been an intelligence agent for the Soviet Union. In 1928, Mundy took on Brandt and Brandt as his new literary agents, becoming a close friend of co-owner Carl Brandt. At his agent's prompting, Mundy ceased publishing with Bobbs-Merrill and switched to The Century Company, soon renamed D. Appleton-Century,