It was widely suspected, including by Randolph himself, that secret orders had been given that the 4th Hussars were not to be sent into action (they were, as soon as Randolph transferred out). Randolph transferred to No. 8 (Guards) Commando. In February 1941 they were sent out, a six-week journey via the Cape of Good Hope and the East Coast of Africa, avoiding the Central Mediterranean where the Italian navy and Axis air forces were strong. Randolph, who was still earning £1,500 per annum as a Lord Beaverbrook journalist, lost £3,000 gambling on the voyage. Pamela had to go to Beaverbrook, who refused her an advance on Randolph's salary. Declining his offer of an outright gift (it is unclear whether submitting to his sexual advances was a condition), she sold her wedding presents, including jewellery; took a job in Beaverbrook's ministry, arranging accommodation for workers being redeployed around the country; sublet her home and moved into a cheap room on the top floor of The Dorchester (very risky during the Blitz). By accepting hospitality from others most evenings she was able to put her entire salary towards paying Randolph's debts. She may also have had a miscarriage at this time. The marriage was as good as over, and she soon began an affair with her future husband Averell Harriman, who was also staying at the Dorchester at the time.
