In 1608 Shah Abbas sent Robert on a diplomatic mission to James I of England and to other European princes for the purpose of uniting them in a confederacy against the Ottoman Empire.
In June of that year, he arrived in Germany, where he received the title of Count Palatine and was appointed to Knight of the Holy Roman Empire by Emperor Rudolph II.
From Germany, Sir Robert travelled to Florence and then Rome, where he entered the city on Sunday, 27 September 1609, attended by a suite of eighteen persons.
[9] After being initially buried there, his remains were later moved from Qazvin to Rome in 1658 by his wife Teresia following her retirement to a convent in the same city attached to Santa Maria della Scala.
In 1609, Andreas Loeaechius (Andrew Leech), a Scot living in Kraków, Poland, wrote a Latin panegyric to Shirley entitled Encomia Nominis & Neoocij D. Roberti Sherlaeii.