A Book of Secrets: Illegitimate Daughters, Absent Fathers, By Michael Holroyd

Michael Holroyd is one of our best known writers, yet one of the most mysterious. His scholarly, entertaining biographies – from Lytton Strachey in 1967 to a group portrait of Ellen Terry, Henry Irving and their families in 2009 – have made him famous for 40 years. But in his Lives, Holroyd is classically invisible, appearing only as an ironic smile, like the Cheshire Cat.

In the last decade he has turned to memoir with equal mastery, but still remains elusive. The first volume of three, Basil Street Blues, is a comic account of his family's decline, with him as their final failure – which we know from his list of publications can't be true. Mosaic, the next volume, develops the picture of his family as abandoned by history, and of himself as abandoning women, often before he left them ("I am beginning/ To understand at last," wrote one, " What you meant when you said/ 'I am best at absence'".) Here, and in the controlled grief of two chapters – one on an early love, the other on the death of his aunt – Holroyd's self-mockery darkens.

A Book of Secrets is the third and last volume of this series. With it he returns to biography, with a dash of autobiography. The biography is of three women: Eve Fairfax, an Edwardian beauty who inspired Rodin; the forgotten novelist Violet Trefusis, to whose life and work Holroyd is introduced by a young Italian scholar; and Catherine Till, with whom he travels to the Villa Cimbrone near Ravello, where he hopes to find traces of Eve, and Catherine to find clues to her own identity.

Around these central female figures circle several others – Violet's lover Vita Sackville West, for instance, and Luie, the American wife of Eve's fiancé Ernest Beckett. The men – who dominate most books, including Holroyd's – are banished to supporting roles. In a far outer circle revolve Violet's and Vita's hapless husbands; and in the middle, linking them all by his absence, is Ernest Beckett himself, the second Baron Grimthorpe, one-time owner of the Villa Cimbrone: Eve's abandoner, Violet's father (perhaps), and Catherine's grandfather (possibly).

In the dash of autobiography Holroyd re-dons the mask of comedy. Once or twice we glimpse the man, who has come through a long and unamusing illness. But mostly we see the biographer, and the biographer as comic failure – clutching the door, "white-knuckled", as Catherine careens up mountains to the Villa Cimbrone; leaving the Villa empty-handed; making his most important discovery by accident. This is a delightful portrait of the biographer as Inspector Clouseau; but, as with Basil Street Blues, the book itself shows that it is largely fiction.

A Book of Secrets is itself mysterious. It is written with Holroyd's characteristic charm, a combination of sympathy and gentle mockery. It is full of haunting images, starting with the magical Villa Cimbrone, palace of dreams, floating like a mirage in the sky. And underneath the charm and humour it is – as the first two volumes also were – melancholy and moving.

Holroyd sets out like a parfit gentle knight to save these lost and forgotten women – Eve, rejected by her scion of the aristocracy; Violet, abandoned by Vita, her novels no longer read; Catherine, longing for the father she never had; and behind them Luie, who dies in childbirth at 26, and Tiziana, the young Italian scholar, who loves Violet so obsessively that like Michael himself she seems to have no existence of her own.

To me Eve's story is the most moving, with her muse's beauty in youth, and her own alarming book of memories and secrets (Holroyd's accidental discovery) that was both "her pride and her penance" in age. But the others all have their own fascination. In the turbulent tale of Violet and Vita, Holroyd carries on the crusade for homosexual love he started in Lytton Strachey, and starts a new one for Violet's novels. In the sharing of Catherine's quest, he continues his adventure story of research, so brilliantly begun in the earlier volumes. And in all the portraits he explores the changing state of Britain in the last 100 years, the true decline in Basil Street Blues.

Yet several mysteries remain. What really connects these women? Ernest Beckett and the Villa Cimbrone do so only irregularly: Eve had nothing to do with the Villa, while Violet never showed the remotest interest in her probable father. And why is A Book of Secrets the conclusion of an autobiographical trilogy, when there appears to be so little autobiography in it?

The answer to both questions seems to me the same. A Book of Secrets is secretly autobiographical - because what connects these women is not just Ernest Beckett, but Michael Holroyd. Catherine did not find the identity she was seeking in the Villa Cimbrone; but Holroyd, who thought he was looking for something else, did. It seems to me that the elusive Michael Holroyd is the elusive Ernest Beckett: that if we find Holroyd anywhere, it is here. Holroyd (we know from Basil Street Blues) also comes from a declining English line; Holroyd (we know from Mosaic) was also an abandoner of women whose first love died. It is really Holroyd who is the absent man at the hub of all these women's lives – absent and yet present, as the artist is when he thinks continually of his subject; as Rodin thought continually of Eve, as Tiziana thinks continually of Violet. By writing this book, Michael can rescue his/Ernest's abandoned women, and put his/ Ernest's desertions right.

It is not only his own early love (indeed two early loves, as we know from Mosaic) whom Holroyd has lost, and whom he regains by rescuing the women in this book. He has drawn two other tender female portraits in his earlier volumes: of his mother, Ulla, and his aunt, Yolande. Perhaps it is fanciful, but Eve's "genteel tragedy" reminds me of Yolande, and her hope of finding glamour in marriage of Ulla – though Eve gave up after Ernest, while Ulla never gave up, as Basil Street Blues entertainingly records.

No, it isn't fanciful: Ulla especially seems to me to be behind the emotional power of Eve's story. As she was even more behind the power of Agnes May's story in the first two volumes – the social-climbing serial bride who seduced Holroyd's grandfather, and inspired Holroyd's move to memoir. Only this, I think, can explain the last moving lines of Mosaic, when after two books of biographical pursuit, he can finally write: I have found her. She is here.

So this is A Book of Secrets, but it might more accurately be called A Book of Secret Loves: Eve's for Rodin, Violet's for Vita, Catherine's for her father, Tiziana's for Violet; and, last but most of all, Michael Holroyd's for – as he says in Mosaic – the "few women [who] have been all-important to me". His witty, melancholy books invite us to see him in one of Philip Larkin's most famous endings: "Get out as early as you can/ And don't have any kids yourself." But really he is, secretly, in the other: "What will survive of us is love".

Carole Angier's 'The Double Bond: Primo Levi' is published by Penguin