"Oh, the ensuing scene was Trafalgaresque."
The Battle of Trafalgar - as seen from Nelson's ship The Victory
Public DomainThe Battle of Trafalgar - as seen from Nelson's ship The Victory - Credit: J. M. W. Turner (1806)

A reference to the thrashing of the French and Spanish fleets by the British at the Battle of Trafalgar (part of the War of the Third Coalition) on the 21st October 1805. The Franco-Spanish forces lost twenty-two ships, the British none, although Nelson was fatally wounded during the battle. The Guardian newspaper provides an interactive guide to the battle here.  Nelson is of course famously immortalized in Trafalgar Square, where he is appropriately elevated to a height of forty-six metres. Cavendish would probably have passed by or through Trafalgar Square each day on his way to his office in Haymarket (see bookmark for p.377).