October 1668); married firstly, Anne Cecil, by whom he had five daughters, including Elizabeth Percy, Countess of Essex; he married secondly, Lady Elizabeth Howard, by whom he had his heir, Joceline Percy, 11th Earl of Northumberland. Henry Percy, Baron Percy of Alnwick (1604 – April 1659); died unmarried. Though it did produce a male heir, Algernon, the marriage was not successful, and the couple separated after a time, despite efforts by the Queen, who was fond of Dorothy, to reconcile them. Catholic sympathiser The Percy family was still largely Catholic, while Northumberland was at least nominally Protestant. When it became clear that the Protestant James VI of Scotland was likely to succeed Elizabeth, Northumberland sent his cousin Thomas Percy, a recent Catholic convert, on a secret mission to James's court three times in 1602. He said that English Catholics would accept James as king if he reduced the persecution of Catholics. Northumberland employed Thomas Percy as a rent collector at Syon House. Thomas was the great-grandson of the 4th Earl of Northumberland, but was unscrupulous, with 34 charges of dishonesty brought against him. Henry wrote to James "It were a pity to lose a good Kingdom for not tolerating a mass in a corner". Through Thomas Percy, Henry received loosely worded assurances of religious tolerance from James. Shortly before James's accession to the English throne in 1603, Robert Cecil, 1st Earl of Salisbury through Lord Henry Howard particularly warned the king against Henry Brooke, 11th Baron Cobham, Sir Walter Raleigh, and Northumberland. This theory of the "diabolical triplicity" rested on innuendo, about the occult interests supposedly cultivated by the intellectual circles led by Percy and Raleigh, and possibly on the traitorous intent suggested only by rumours from the 1580s that Percy would marry Arbella Stuart, the next heir to the throne after the King and his offspring. Brooke led the Main Plot against James, and Raleigh soon lost his freedom. Northumberland, on the other hand, was appointed to the Privy Council. Thomas Percy went on to become one of the five conspirators in the Gunpowder Plot of 1605. The goal of this plot was to overthrow the Parliament under King James I. When the plot was discovered, Percy fled and was besieged at Holbeche House in Warwickshire. On 8 November 1605, a marksman shot dead both Robert Catesby and Thomas Percy with a single bullet. The Earl of Northumberland was