It is suggested that Harry Quarry is a longtime friend of the Grey family (John recalls seeing Quarry at his father's funeral), but Grey apparently first meets him in Ardsmuir, Scotland, having arrived to replace the colonel as Governor of the prison. Quarry teases Grey subtly, knowing the embarrassment that the young Major suffered at the hands of Jamie Fraser before the Battle of Prestonpans, but otherwise briefs Grey on the running of the prison and imparts some advice regarding its inmates.
After Grey leaves Ardsmuir and returns to London, he is at first reluctant to interact with Quarry, but reminds himself that the Colonel is the only man with whom he shares the experience of Ardsmuir, and thus agrees to dine with him at the Beefsteak, of which they are both members. Shortly thereafter, the affair of the Hellfire Club, during which Quarry saves Grey's life, cements the camaraderie between the two. They frequently work together to solve various mysteries that crop up around London and the regiment.