Peggy and her younger twin siblings, Mike and Nora, are living with a harsh aunt and uncle after their parents are thought to have been killed in a plane crash. In this first adventure, aided by Jack (a local orphan boy), they run away to live on a deserted island on a nearby lake. They build a house made with the branches of a willow tree, and bring a cow and some chickens across, to provide milk and eggs. They adapt well to life on the island. However, some day-trippers visit and nearly discover them. The local police are also still looking for them and Jack is almost caught when he goes ashore to sell produce at a local market.

The children, reunited with their parents again (and Jack now adopted as part of the family), go on holiday at the rugged Cornish coast with a family friend, Miss Dimity, and get drawn into a kidnapping case as they discover a boy being held prisoner in a castle tower nearby.

Prince Paul, still attending the same boarding school as Jack and Mike, invites his four friends to his palace in Baronia for the holidays; but it is so hot there in the roasting summer that the entire royal household adjourns to their castle up in the mountains. Bands of robbers are marauding the countryside, terrorising the local people with their savagery, and Paul is incensed, and determined to find the robbers and have them detained – and, together with his friends, sets out to do this.

Prince Paul's family are visiting England and wish to rent a castle to stay in for several weeks, and Mrs. Arnold has been asked to help locate a suitable castle, knowing England far better than Paul's parents. The Arnolds are invited to spend some time in the castle with them, too, and are soon puzzled by strange events happening in the castle: odd noises that occur, eyes in portraits that shine mysteriously, lights that shine in tower rooms, despite being locked tight. It seems that there are unknown people who do not want them to stay in the castle.

Captain and Mrs. Arnold are flying off in their plane, the White Swallow, and apparently have crash-landed in a remote part of Africa. The children, home from school and in the care of Dimmy, team up with Prince Paul, and go flying off in his royal plane to Africa to rescue the Arnolds – and get tangled up with a strange and secretive African tribe with flaming red hair and living within secret tunnels and caves inside a mountain.