In July 1594 he was sent as ambassador to London to advise on the danger posed by the Catholic Earls in Scotland and to ask for assistance, especially money, James VI hoped for £3,000
sterling at least. He also complained about the entertainment of the poet
Henry Lok, an agent of the rebel
Earl of Bothwell at the English court, and the residence of the outlawed
Master John Colville at
Tweedmouth. On 15 September 1594 he was still in London where he met the queen and kissed her hand. He was accompanied by James Bellenden and
George Douglas of
Longniddry, a servant of
Anne of Denmark. He wrote in friendly terms to Sir Robert Cecil, who replied on 17 September 1594. On 12 November 1594
Robert Cecil gave him a letter from the queen to carry back to James VI. He was given £3,000 or £2,000 for James VI. Elizabeth let it be known that the money should be taken to Scotland, and not spent in London, as had happened to the
annuity or subsidy money in previous years. He passed £680
Scots from this sum to the goldsmith and royal financier
Thomas Foulis for the king's use. The rest of the money was sent to the
Duke of Lennox for the wages of his soldiers in the north of Scotland. Elizabeth I was inclined to give generously in 1594 after the discovery of a small Flemish ship or barque at Montrose at the end of April, thought to have brought Spanish gold for the Catholic earls, and a second ship came to Aberdeen bringing the
Jesuit James Gordon in July. The cost of Cockburn's embassy was met with £1,000 Scots from the Danish dowry, which had been invested with the town council of
Haddington. Cockburn wrote to James Hudson on 22 May 1595 in the "spirit of prophecy" about the fortunes of his uncle the
Chancellor of Scotland,
John Maitland of
Thirlestane and his adversaries. In July, Maitland wrote to the
Earl of Essex, about their future "diligent intercourse of intelligence" involving Cockburn and
Anthony Bacon. Essex replied that he wrote only with the queen's knowledge, and they would be happy to receive letters from Maitland or Cockburn. Also in July, Cockburn's trip to England to see the queen was mentioned in a letter from James to Elizabeth. In September 1595 his uncle the Chancellor, John Maitland became mortally ill and could not sleep, despite the efforts of the court physician
Martin Schöner. Maitland sent Cockburn to the king with a message to excuse his previous quarrels with the
Earl of Mar and the king wrote a kind letter in reply. ==Later career==