He died on 7 September 1663 at Ruthin, where he was buried without any inscription or monument; however a humorous rhyming epitaph, said to have been written by himself, is printed in Anthony Wood's work Athenæ Oxonienses (iii.
[3] Lloyd is particularly known for the jeu d'esprit which he produced very soon after leaving Oxford, entitled The Legend of Captain Jones; relating his Adventures to Sea … his furious Battell with his sixe and thirty Men against the Armie of eleven Kings, with their overthrow and Deaths... (London, 1631).
The poem relates how with his good sword Kyl-za-dog Jones slew the mighty giant Asdriasdust, how eleven fierce kings made a brave but futile attempt to stay his triumphant progress, and how at last he was captured by the Spanish king at the expense of six thousand warriors, but at once ransomed by his countrymen, anxious to recover him on any terms.
[3] Elsewhere Wood says that the Legend was a burlesque upon a Welsh poem entitled Awdl Richard John Greulon; but the view that Jones was not an altogether mythical person seems to derive support from the fact that, in his Rehearsal Transprosed (1776, ii.
19), Andrew Marvell says, apropos of the Legend, "I have heard that there was indeed such a captain, an honest, brave fellow; but a wag that had a mind to be merry with him, hath quite spoiled his history.