Calendar of State Papers of Spain Volume 4 1587 1603 is in Calendar of State Papers of Spain.
28 Feb 1587. Paris. Bernardino De Mendoza Ambassador 1540-1604 (47) to the King (59). Note. Assumed to be the Spanish King Philip II.
The English ambassador sent the confidant (i.e., Charles Arundel (54)) to me this morning to say that as it was so important that your Majesty (59) should be informed instantly of the news he had received last night from England, that he sent to tell me of it, and openly to confess me his anxiety to serve your Majesty (59). He offered himself entirely through me, in the assurance that your Majesty (59) would not order him to do anything against the interest of his mistress the Queen (53), who however, he could plainly see, had not long to live now that she had allowed the execution of the queen of Scotland. It happened in this way. The Lord Treasurer (66) being absent through illness, the earl of Leicester (54), Lord Hunsdon (60), Lord Admiral Howard (51) and Walsingham (55), had represented to the Queen (53) that the Parliament would resolutely refuse to vote any money to maintain the war in Holland, or to fit out a naval force to help Don Antonio, unless she executed the queen of Scotland. Under this pressure she consented to sign a warrant, as they called it, that the Parliament might see, but which was not to be executed, unless it were proved that the Queen of Scotland conspired again against her life. As Secretary Walsingham (55) was ill this warrant was taken to the Queen (53) for her signature by Davison (46), and after she had signed it she ordered him (46) not to give it to anyone unless she gave him personally her authority to do so. Davison (46), who is a terrible heretic and an enemy of the queen of Scotland, like the rest of the above-mentioned, delivered the warrant to them. They took a London executioner and sent him with the warrant to the justice of the county where the queen of Scotland was. The moment the justice received it, on the 08th [NOTE. Appears to be a typo; original says 18th], he entered the queen of Scotland's chamber with Paulet (54) and Lord Grey (46), who had charge of her, and there they had her head cut off with a hatchet in the presence of the four persons only. The Queen (53) orders her ambassador to inform this King (59) of it, and assure him, as she will more fully by a special envoy, that the deed was done against her will, and although she had signed the warrant she had no intention of having it carried out. She cannot avoid blaming herself for having trusted anyone but herself in such a matter. The ambassador is begging earnestly for an audience and is keeping the matter secret until he tells the King. In order that no time may be lost in informing your Majesty, I send this special courier in the name of merchants, by way of Bordeaux, whence he will go post to Irun; and as God has so willed that these accursed people, for His ends, should fall into "reprobrium sensum," and against all reason commit such an act as this, it is evidently His design to deliver those two kingdoms into your Majesty's hands. I thanked the ambassador in general terms for his offer, saying that I would give an account thereof to your Majesty. As I have formerly said, it will be most advisable to accept it, and pledge him to give us notice of any machinations here and in England against us. He reports that the fitting out of ships continues but in no greater number than he previously advised, although the rumour is current here that there would be 60 English, besides the Hollanders, but that the crews, etc. were not raised and no time fixed for the departure. The ambassador says he will have full information on the point when a gentleman of his has arrived whom he had sent to England to gain intelligence, as Cecil only writes now to say that the execution of the queen of Scotland has been against his will, as he, the ambassador knew; and that the King, her son, was in great danger of suffering a similar fate. The execution was known in London on the 20th when the executioner returned, and great bonfires had been lit for joy all over the countryside. They did not even give her time to commend her soul to God. See Execution of Mary Queen of Scots.