A World War Two spy’s cover was almost blown when he was found walking the streets of Madrid dressed as a woman, it was revealed in a cache of recently declassified documents. Lieutenant Colonel Dudley Clarke was travelling to Cairo to deliver information to British General Auchinleck, commander-in-chief of the Middle East theatre, when he stopped over in Madrid and was arrested by General Franco’s police dressed in a flowery dress, lipstick and a pearl necklace.