Shee was acting as personal agent for Moore in Madrid concerning the Assignments of the Reservation, the "cedulas" for South Sea Company ships, Moore's pension, the slave trade, and fishery projects. He had the ear of Stanhope (the official ambassador) and was working unofficially for one faction in the South Sea Co. Almost all the letters are unsigned; most are unaddressed. Attributed to Shee on basis of hand, docketing, and matters discussed.

Items dated February-April 1724 were written while Shee was on his way to Spain via France and concerns negotiating with the French Asiento Company. Items dated April 1724-August 1725 provide accounts of difficulties and delays, defects of the SS Company, villainy of Chevalier Bon; Spanish court news and some overseas news; granting of ship-cedulas; Eyles, Black, Stratford; possibility of selling clothing for enslaved persons and Indians; possible religious war; fish; progress of Asiento business in general; and Spanish-French and French-Austrian relations. Items dated September 1725-April 1726 concern Mexico and Guadalcanal; continuing to get nowhere; Swedish Company mining in Spain; Moore ungrateful and not taking care of Shee's family. Items dated August 1727-March 1728 from Madrid concern continued disappointment; mining; Eon; our friend (Lawless?) at Mayorca. Shee quit Spain for England in 1728.