He also wrote The Labyrinth: a tragedy in one act, based on Fair Rosamond by Thomas Miller (1847), which was first performed by The Pilgrim Players (which later became the Birmingham Repertory Company) in 1911.
Marrying after a 12-year courtship, Lodge and his wife Wynlane settled at Upper Holcombe near Painswick, Gloucestershire, in a farmhouse belonging to Detmar Blow.
After Wynlane's death in childbirth in 1922, Lodge lived in Cheyne Walk, Chelsea, painting and writing, and frequented the Bloomsbury Group and the Catholic artists Eric Gill, David Jones and Sydney Sheppard.
After the outbreak of the Second World War Lodge returned to England and then took his young family first to Canada, during which period Oliver and Diana got to know well Lynn Chadwick (later a prominent sculptor) and his first wife the Canadian poet Ann Secord.
Lodge's will guaranteed his widow a sizeable income until she remarried, which was thus an obstacle to her eventual marriage with Kohr, as she explained in a 1993 television documentary about her life.