While Mr Sadlier was absent at Mansfield Mr Nicolson had not been idle. From Benalla, Wangaratta, and Beechworth parties were immediately sent out in pursuit of the outlaws, but even then it was recognised that in such an extent of country the quest resembled searching for a needle in a bundle of hay. Mr Nicolson himself did not remain at Benalla, but went on to personally superintend matters at Wangaratta, and afterwards at Myrtleford, a pretty mountain township, now a great tourist resort in the north eastern portion of the district. Rumours of the Kellys’ appearance came thick and fast in bewildering numbers, and from places so far apart - in many cases hundreds of miles - that in spite of the bushrangers’ marvellous celerity of movement it was clear that most of them must be false. However, on November 1 it was rumoured that a selector had been stuck up by the gang near the residence of a man named Baumgarten, on the Murray Flats. Baumgarten had been convicted of horse stealing, and was a known associate of the bushrangers, who had often visited his house, besides which it was exceedingly probable that they would make a break away from the district, and try to conceal themselves for a time in the rough country in New South Wales beyond the Murray River. Accordingly Mr Nicolson and Mr Sadlier, after consulting together, decided that this particular rumour was worth careful investigation and action thereon, with the result that a police party was immediately dispatched to Wodonga, the border town on the Victorian side of the Murray, connected by a bridge with the New South Wales town of Albury on the other side. No news arrived from this party, which was under the direction of Detective Kennedy, and Mr Nicolson himself therefore took the train for Wodonga, where he arrived on November 2 and interviewed his men. They told him that Margery, the farmer who alleged he had been stuck up, was off his head with drink, and that they placed no credence in his story; but Mr Nicolson, still unsatisfied, interviewed Margery himself. He had certainly been drinking, as Mr Nicolson thought, to drown his fright, but he was then sober again, and gave a clear and connected account of his experiences, describing the outlaws in such a manner as to convince Mr Nicolson that he had seen them. Mrs Baumgarten also, whose house lay about a mile and a half from the river, said she had seen the men come out of some lagoons near the Murray close to her house and camp till sunset some 200 yards away. Mr Nicolson found the camp, but the birds had frown. The police officer had with him an aboriginal from the River Darling, who was an intelligent tracker, and from the camp he followed the man’s tracks southward for some distance, but lost them when darkness came on. Thus nothing came of the information, but afterwards, for the news was never difficult to obtain when it was useless, the police learned that they had been very close upon their men. They ascertained too, with considerable exactitude, what the outlaws’ movements had been after the murder of the police on October 26.
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