One of the Shelley party's first tasks on arriving in Italy had been to hand the child Alba over to Lord Byron, who was living in Venice.
He had agreed to raise her so long as her mother Claire, Mary Shelley’s stepsister, has nothing more to do with her.
The Shelleys had then embarked on a roving existence, never settling in any one place for long.
Along the way, they have accumulated a circle of friends and acquaintances who often move with them.
The couple devotes their time to writing, reading, learning, sightseeing, and socializing.
The Italian adventure is, however, blighted for Mary Shelley by the deaths of both her childre—Clara, in September 1818 in Venice, and William, in June 1819 in Rome.
These losses leave her in a deep depression that has isolated her from Percy Shelley.
For a time, Mary Shelley finds comfort only in her writing.
The birth of her fourth child, Percy Florence, on November 12, 1819, had finally lifted her spirits, though she will nurse the memory of her lost children until the end of her life.
Italy has provided the Shelleys, Byron, and other exiles with a political freedom unattainable at home.
Despite its associations with personal loss, Italy has become for Mary Shelley "a country which memory painted as paradise".
Their Italian years are a time of intense intellectual and creative activity for both Shelleys.
While Percy composes a series of major poems, Mary writes the autobiographical novel Matilda,the historical novel Valperga, and the plays Proserpine and Midas.
Mary had written Valperga to help alleviate her father's financial difficulties, as Percy had refused to assist him further.
She is often physically ill, however, and prone to depressions.
She also has had to cope with Percy’s interest in other women, such as Sophia Stacey, Emilia Viviani, and Jane Williams.
Since Mary Shelley shares his belief in the non-exclusivity of marriage, she has formed emotional ties of her own among the men and women of their circle.
She has become particularly fond of the Greek revolutionary Prince Alexander Mavrocordato and of Jane and Edward Williams.
In December 1818, the Shelleys had traveled south with Claire Clairmont and their servants to Naples, where they had stayed for three months, receiving only one visitor, a physician.
In 1820, they find themselves plagued by accusations and threats from Paolo and Elise Foggi, former servants whom Percy Shelley had dismissed in Naples shortly after the Foggis had married.
The pair have revealed that on February 27, 1819 in Naples, Percy Shelley had registered as his child by Mary Shelley a two-month-old baby girl named Elena Adelaide Shelley.
The Foggis also claim that Claire Clairmont is the baby's mother.
Biographers have offered various interpretations of these events: that Percy Shelley decided to adopt a local child; that the baby was his by Elise, Claire, or an unknown woman; or that she was Elise’s by Byron.
Mary Shelley insists she would have known if Claire had been pregnant, but it is unclear how much she really knew.
The events in Naples, a city Mary Shelley later called a paradise inhabited by devils, remain shrouded in mystery.
The only certainty is that she herself is not the child’s mother.
Elena Adelaide Shelley dies in Naples on June 9, 1820.
