Thus attired, "a pretty man," Sergeant Davies said good-bye to his wife, who never saw him again, and left his lodgings at Michael Farquharson's early on 28th September.

He took four men with him, and went to meet the patrol from Glenshee.

On the way he met John Growar in Glenclunie, who spoke with him "about a tartan coat, which the sergeant had observed him to drop, and after strictly enjoining him not to use it again, dismissed him, instead of making him prisoner".
This encounter was after Davies left his men, before meeting the patrol, it being his intention to cross the hill and try for a shot at a stag.
The sergeant never rejoined his men or met the patrol! He vanished as if the fairies had taken him.

His captain searched the hill with a band of men four days after the disappearance, but to no avail.
Various rumours ran about the country, among others a clatter that Davies had been killed by Duncan Clerk and Alexander Bain Macdonald.
But the body was undiscovered.
In June, one Alexander Macpherson came to Donald Farquharson, son of the man with whom Davies had been used to lodge.

Macpherson (who was living in a sheiling or summer hut of shepherds on the hills) said that he "was greatly troubled by the ghost of Sergeant Davies, who insisted that he should bury his bones, and that, he having declined to bury them, the ghost insisted that he should apply to Donald Farquharson".