Updated and reposted: I just finished The Suspicions of Ermengarde (Maxwell Gray, 1908, London, John Long - US title Mrs. Allonby's Suspicions). This is one of the later novels of Maxwell Gray (Mary Gleed Tuttiett).
It concerns the misadventures of Ermengarde Allonby, a young(ish) married middle-class Londoner who goes to the Côte d'Azur resort Mentone (now called Menton) and finds herself being shadowed by a mysterious bearded man in coloured glasses and a fur coat - she suspects him to be a Russian Anarchist or Nihilist.
Revision: the original post here has now been incorporated into my book A Wren-like Note: the life and works of Maxwell Gray (Mary Gleed Tuttiett). See the official site, www.maxwellgray.co.uk