He was the second son of Everard Ashby of Lowesby, Leicestershire, and Mary, daughter of Robert Baud of Somerby, and widow of William Berkley of Wymondham.
Many of Ashby's letters from Scotland are concerned with Thomas Fowler, a servant of the Countess of Lennox pursuing the affairs of Arbella Stuart.
In the last months of 1589 Ashby reported to Francis Walsingham and William Cecil on the events leading up to James VI of Scotland sailing to Norway to meet Anne of Denmark.
Ashby made a promise of a yearly payment or pension of £5000 and an English dukedom during the crisis of the Spanish Armada, hoping to engage James' support.
Claude had heard this news at Stirling Castle from a letter sent to James VI by "Mack Cleiden", Lachlan Mor Maclean.
18 Spanish survivors of the explosion and fire reached Edinburgh on 24 November 1588, to be joined by 200 more from the flagship El Gran Grifón wrecked on Fair Isle.
Ashby wondered if an English man-of-war could intercept and destroy the survivors from Fair Isle coming from Anstruther as they crossed the Forth in fishing boats.
[8] The survivors who reached Edinburgh included a nephew of the Duke of Medina Sidonia who was particularly welcomed by the earls of Huntly and Bothwell and Lord Seton.
On 1 September, expecting Anne's arrival he wrote to Henry, Lord Scrope at Carlisle, asking him to gather food gifts for the wedding.
He described James VI at Craigmillar Castle on 8 October 1589, still waiting in vain for Anne of Denmark as "retired, and as a kind lover spends the time in sighing till he hears of the return of Colonel Stewart".
On 10 October Steen Bille and Andrew Sinclair arrived with a letter from Anne of Denmark, and Ashby learned the contents, that she had been delayed five times by storms and would stay over winter in Norway.
[15] On 15 October Ashby reported that the Earl of Bothwell, who was Admiral of Scotland, would have set sail to fetch the queen from Norway but was ill, and it was rumoured James VI would make the trip.