Henrietta Maria 's confidant Henry Jermyn was forced to flee to the Continent after the First Army Plot of 1641 .
Henry Jermyn had himself converted to Catholicism in the 1630s .
Henrietta Maria 's confidant Henry Jermyn , who had himself converted to Catholicism in the 1630s , was forced to flee to the Continent after the First Army Plot of 1641 .