Hay's first diplomatic mission was to France in 1616. He was sent to demand on certain conditions the hand of the Princess Christina for Prince Charles. He acquitted himself, as might have been expected, with great magnificence. He was quite aware beforehand that the conditions which he was instructed to make would lead to the rejection of the proposed marriage, and there was therefore nothing to discredit him in the failure which ensued.
Hay was now a widower, and in 1617 he courted Lucy Percy [see Hay, Lucy, Countess of Carlisle], a daughter of the Earl of Northumberland, who was a prisoner in the Tower. The earl objected strongly to the marriage, saying that he was not fond of Scotch jigs (Chamberlain to Carleton, 22 Feb., 8 March 1617; State Papers, Dom. xc. 79, 105). Hay celebrated his courtship by extravagant festivities, and on 6 Nov. he was married to the bright beauty who enchanted two generations of statesmen and courtiers.
In 1618 James, anxious to retrench, and finding that Hay was not likely to help him in that direction, persuaded him to resign the mastership of the wardrobe upon a compensation of 20,000l., in addition, it is said, to a sum of 10,000l. given him by his successor (‘List of Payments,’ State Papers, Dom. cxvi. 122; Salvetti's News-Letter, 27 Aug.–6 Sept. 1618). On 5 July of the same year he was created Viscount Doncaster (Pat. 16 Jac. I, part 11).
In February 1619 Doncaster was selected for the important mission to Germany by which James hoped to avert the spread of the Bohemian troubles. He started on 12 May, and visited Brussels on his way to Heidelberg. He was there high in favour with the Elector Frederick, and still more with the Electress Elizabeth, who used jestingly to speak of him as ‘camel-face.’ His instincts as a Scotchman would have led him to a French alliance, and as no such alliance was to be had they continued to exist in the form of opposition to Spain and Austria. In writing home he supported the elector's proposal that James should back him in opposition to the house of Austria in Bohemia. If Doncaster had no broad views of policy, he was at least shrewd enough to discover that the antagonism of the German states to one another would only end in war, and that his master's idea of smoothing them away by means of honest diplomacy was doomed to failure. When he met Ferdinand at Salzburg on his way to the imperial election at Frankfort, he could draw no satisfactory answer from him, and, after his own return to Frankfort, was equally unsuccessful with Oñate, the Spanish ambassador. An attempt to induce the Bohemians to accept James's mediation also failed. Doncaster was obliged to retire to Spa to await fresh orders. Before they were sent it was known in England that Ferdinand had been chosen emperor and Frederick king of Bohemia, and Doncaster was ordered to congratulate Ferdinand on his election, and to assure him that James had no part in the ambitious schemes of his son-in-law. In January 1620, on his return to England, he urged his master to embark in war on behalf of the new king of Bohemia.
With these opinions Doncaster was not likely to be again employed in Germany by James. In 1621 he was sent to France to urge Louis XIII to make peace with his Huguenot subjects, and in 1622 he was sent back on a similar mission. On both occasions his pleadings were rejected, courteously but decidedly. After his return on 30 Sept. 1622 he was created Earl of Carlisle (Pat. 20 Jac. I, part 14).
In February 1623 the new earl was sent to Paris to avert any ill consequences to Charles from his journey through France on his way to Madrid. In January 1624 he was one of the three commissioners for Spanish affairs who voted for war with Spain. On 17 May he was sent as an ambassador to France to join Henry Rich (Lord Kensington, who is better known as Earl of Holland, the title which he received in the course of the year) in negotiating a marriage between Charles and Henrietta Maria. As long as he carried on negotiations with La Vieuville he had reason to believe that the marriage might be concluded on satisfactory terms. When La Vieuville was succeeded by Richelieu, and the new minister gave it plainly to be understood that there could be no marriage without an engagement that the English penal laws against the catholics should be set aside, Carlisle strongly though vainly advised James and Charles, both of whom had promised parliament that he would do nothing of the kind, to show a bold front to Richelieu. In April 1625, after Charles's accession, he again showed his wisdom in warning the young king not to expect too much from the French alliance. The rejection of Carlisle's advice had much to do with the disastrous failure of the foreign policy of the new reign.
In April 1628, after the failure of Buckingham's expedition to Rhé, Carlisle was despatched to Lorraine and Piedmont to stir up antagonism against Richelieu, and in November he wrote urging Charles to come to terms with Spain, and to continue the war with France as long as France continued hostile to the Huguenots. On his return to England he found the tide at court in favour
