John D. Squires has posted an especially interesting essay on the history of the kingdom of Redonda, from its Sheilian sources on to the various modern day claimants. The full title is "Of Dreams and Shadows: An Outline of the Redonda Legend with Some Notes on Various Claimants to its Uncertain Throne", and it's posted here.
An extensive ancillary piece, "The Redonda Legend: A Chronological Bibliography" appears here.
Of Ink and Thread
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