He accompanied James VI of Scotland to Denmark, and gave money to the skipper of the Scottish ships when the king visited the dockyard at Copenhagen on 3 March 1590.
[4] In February 1591, James VI of Scotland attended the wedding of his sister to the young Laird of Lugton at Thirlestane Castle, hosted by the uncle of the bride, the Chancellor, John Maitland.
In May he took letters relating to shipping to James VI at Falkland Palace, with the news that Queen Elizabeth was sending 40 male deer from Colchester as a present for him.
[10] In July 1594 he was sent as ambassador to London to advise on the danger posed by the Catholic Earls in Scotland and to ask for assistance, especially money, James VI hoped for £3,000 sterling at least.
[11] He also complained about the entertainment of the poet Henry Lok, an agent of the rebel Earl of Bothwell at the English court, and the residence of the outlawed Master John Colville at Tweedmouth.
[21] Cockburn wrote to Hudson on 22 May in the "spirit of prophecy" about the fortunes of his uncle the Chancellor of Scotland, John Maitland of Thirlestane and his adversaries.
[22] In July Maitland wrote to the Earl of Essex, about their future "diligent intercourse of intelligence" involving Cockburn and Anthony Bacon.
[23] In September 1595 his uncle the Chancellor, John Maitland became mortally ill and could not sleep, despite the efforts of the court physician Martin Schöner.
[24] In May 1596 Sir Richard was replaced as Secretary of State by John Lindsay of Balcarres, one of the eight Octavians who were appointed by James in January of that same year as commissioners to reform the financial processes of the Scottish government.
[25] On 14 November he returned to the Privy Council the original signed copy of a letter which Elizabeth had written on 2 June 1586, offering annual gifts of money for the king's expenses.
But in February 1626 he was removed from the bench as a result of the resolution by the new king, Charles I, that no noblemen nor officers of the state be simultaneously members of the judiciary.