A/N: S6 E4 is my favorite episode of the show other than S6 E9. So, I thought it would be nice to explore Mary and Anna's friendship through writing some missing moments of their journey to London. Hope you enjoy!

Spring 1925

As soon as Anna had gotten in the car beside Mary, Mary took her hand and asked how she was feeling. "I haven't had any more pains, but it feels just like the start of all my others," Anna said, all too familiar with what the start of a miscarriage can feel like for her and longing so much to never feel it again. Mary gave her hand a supportive squeeze.

"Don't worry. Doctor Ryder knows to expect us and is fully prepared to perform the surgery as soon as we get there. You won't lose it," Mary assured her, trying to sound brave even though she was so scared for her friend. She knew how badly Anna longed to have children, and she wanted her to have that.

"I hope you're right, milady. Otherwise, I think I'll have no choice but to tell John, er, Mr. Bates, and drag him into my sorrows. He was so suspicious when I was getting ready to leave."

"I think you should tell him, Anna," Mary confessed, "He is your partner, and he should be there to grieve with you or rejoice with you whatever the outcome, hopefully the latter."

"But it's not his fault. What use is it getting his hopes up if it just won't happen?"

Mary hated that Anna blamed herself for what happened. She had gone down the road with Matthew when they were having trouble conceiving, and she knew how hard it was to feel like something was wrong with you just for the way your body was built. "Anna, it's not your fault. As Doctor Ryder told Matthew when we were going down this road: 'there isn't any room for blame in this area.' I know it hurts to think about what's happening, but I don't want you getting even more hurt thinking it's your fault."

Anna was touched by her lady's words. As much as she probably shouldn't admit it, Lady Mary had always been like a friend to her, and now was no different. "Thank you, milady. I appreciate the sentiment," she said, giving Mary a small smile of appreciation before turning her attention to the window so she could look at her surroundings and try to distract herself from the pain which was starting up again.

When they had made it to the train station, Lady Mary quickly went and bought their tickets while Mr. Branson brought their bags around. Both of them insisted Anna sit on the bench and just rest despite her protest that she could carry her own bag so as to not inconvenience Mr. had made it just in time for the last train which would be pulling into the station any moment now. When Mary came and sat beside her, she was surprised to see she had two second class tickets in her hand. Lady Mary was being so kind to stay by her side through it all and she appreciated it greatly.

Once they were on the train, Mary had asked the server to bring them each a cup of tea and a glass of water for Anna. Though neither of them had touched the tea because their stomachs were too knotted with fear, Anna appreciated the sentiment. She did take a few sips of the water occasionally but mostly to give her something to do so she could take her mind off of dwelling on the thought of losing yet another baby. She had gotten attached to the idea of having a little one with John no matter how much she tried not to, and each loss grew harder and harder to bear. She stared out the window and prayed fervently she would be spared another heartbreak.

Mary knew better than to talk about what was going on– or at least possibly going on– to Anna. That was the last thing she needed. To voice her worry would make it too real for her. So, she just held her hand. She held her hand, and she didn't let go for the entire train ride.

Inside her head, she was praying like mad, and she knew Anna was too. Another reason why she wasn't speaking: she didn't want to interrupt her friend's prayers. She wanted to make sure Anna got to say everything she wanted to say to God, that she got every opportunity to ask Him to spare her little one.

When they got to London, they were picked up by Rosamund's chauffeur and quickly taken to Belgrave Square. With Rosamund still at Downton, Mary knew they didn't have to worry about her potential protest of placing Anna in a regular bedroom. She simply told Mead that Anna was ill and so to avoid getting the other servants sick, she would need a room of her own and she was given one. Mary figured it didn't hurt that Anna and John were good friends with the butler.

Once Anna was settled on the bed in the guest room which was usually Edith's, Mary came in to check on her and let her know Dr. Ryder would be there in a few minutes. She could tell her friend's pain and anxiety had ramped up considerably now that they were actually here. She knew Anna didn't want to be told she lost the baby after coming all this way. It would devastate her, and it would also make the sweet woman feel like a burden for bringing Mary along with her, though Mary could never see her that way.

Mary knelt beside the bed and gently ran her hand over Anna's arm. "Anna, Dr. Ryder's coming now," she whispered. "And I'll just be right downstairs if you need me. I've already told the servants that if you ring, they are to fetch me immediately."

Anna smiled softly at her mistress, "Thank you, milady. This is all very kind of you."

"It's the least I can do, truly," Mary said, "You would do the same for me in a heartbeat."

With one last expression of gratitude, Anna said goodbye to Mary and then smiled anxiously at Dr. Ryder when he kindly greeted her upon his arrival and got to work examining her.

She was going to be okay. Mary felt relieved when she finally found out Anna hadn't lost the baby. She hadn't slept a wink, but had instead stayed up on the couch anxiously awaiting news of her best friend's fate. When she had heard the news, she immediately sent up prayers of thanks to the heavens. She wanted to go straight to Anna and celebrate, but she knew her friend needed to rest. She was bound to be worn out from the whole ordeal and likely still dealing with some lingering pain from the procedure. She decided to get some rest herself and then go check on Anna when she awoke.

When she went into Anna's room, she saw her friend propped up slightly reading a book. "Hey," Mary whispered, not wanting to startle her.

"Hey," Anna whispered back, closing her book and setting it aside. She reached up to fix her hair so as to look more presentable in her lady's presence, but Mary waved her off. Mary didn't care how casual this was; she just wanted to make sure her friend was okay.

"How are you feeling?" she asked.

"A little sore," Anna answered, "and still tired if I'm honest. But I'm so relieved."

"I am so happy for you, Anna," Mary said sincerely. "You deserve to embark on this new chapter of your journey. And I'm so glad you are finally getting to experience this."

Anna gave her a watery smile. She was glad too. To think she was going to be a mother made her so incredibly joyful. She knew Mary had enjoyed her pregnancy, and she loved being a mum to George even though she was sad Matthew wasn't there with her. She couldn't wait for her own child to be here and perhaps to be friends with Master George like she was friends with Lady Mary.

"Thank you," Anna whispered.

Mary wasn't sure if that was addressed towards her or towards God, but she couldn't help smiling anyways. She knew Anna was going to love being a mum, and so she silently thanked God herself for giving her best friend the thing she had always wanted. This was going to be the start of a very special journey.