Shortly after the birth of their child, the Prince tells Roxana that he is being sent to Italy on the King's business. Roxana is worried that the separation will hurt their relationship, and hints that she would be happy to go anywhere with him. The Prince is pleased with the idea of her traveling with him, and they come up with a plan to travel anonymously so that their identities and relationship can stay secret. The Prince also helps Roxana make arrangements to safeguard her money and valuables while she is away. Roxana and the Prince spend almost two years in Italy, with most of their time spent in Rome and Venice. During the trip, the Prince buys Roxana a Turkish slave girl, from whom Roxana learns the Turkish language (she also learns Italian). During their trip, Roxana gives birth to another son, but the baby dies a short time later. They return to Paris after about two years, and Roxana is relieved to be back with her wealth, and continues to think about how to safeguard her financial future. Once back in France, Roxana gives birth to another son, their third child together.
After Roxana and the Prince have been lovers for about eight years, his wife dies. The Princess had been a very devoted and pious wife, and after her death, the Prince is consumed by guilt about his affair with Roxana. He abruptly breaks off the relationship with Roxana, promising nonetheless that he will always take care of their children. Roxana accepts that this is the end of the relationship, and decides that she would like to go back to England. However, the great wealth she has accumulated makes this move complicated, so she decides to consult with a Dutch Merchant living in Paris. The Merchant makes several good suggestions about helping Roxana move and transfer her valuables securely; he also introduces her to a Jewish man who is an expert in jewels, since Roxana is considering liquidating some of her jewels for ease of travel. Unfortunately, the Jew recognizes the jewels as the ones that belonged to the Jeweller and were believed stolen by his murderers (Roxana encouraged this story so that she could keep the jewels for herself). He becomes very suspicious of Roxana, and thinks she may even have had something to do with the Jeweller's death.
Roxana hastily assures the Merchant that these are different jewels, which she legitimately inherited as the Jeweller's widow. The Merchant believes her, and wants to help her, but the Jew is insistent on investigating her, and Roxana is afraid that the truth will come out that she was never married to the Jeweller. When Roxana grows more and more alarmed, the Merchant suggest that she leave France immediately. He puts a plan in place for her to sail secretly to Rotterdam, and offers to mislead the Jew about her whereabouts so as to buy her more time. Roxana is relieved and grateful; she entrusts everything to the Merchant, and she and Amy quickly sail away from France. Aboard the ship, Roxana thinks about how she wishes she was going to England; a short time later, a severe storm springs up, and the entire ship is soon in danger of being wrecked. Amy is terrified by the storm and begins to fear that if she dies, she will go to hell for her sins. Roxana also thinks about her sinful life, and feels guilt, fear and shame. The ship's crew is able to safely make harbor on the English coast, and Roxana thinks about the irony that she had been secretly wanting to go to England anyways.
With the ship docked in Harwich, Roxana still needs to go to Holland to attend to all of her business matters. Amy, however, refuses to get back aboard a ship, so Roxana eventually sends her on to London to await news there while she sails for Holland. In Rotterdam, Roxana begins liquidating some of her jewels and transferring her accounts. While she is there, she receives a letter from Amy: Amy has been in contact with her former lover, the Prince's Gentleman, and he has told her that the Brewer has been killed while serving in military action. She also learns from the Merchant that the Jew has become obsessed with tracking her down, and has been able to figure out that she was the mistress of a powerful man, although not the Prince's identity. Despite clear threats, the Jew persists in dogging the Merchant, until the Merchant finally decides to leave Paris and return to Holland. Roxana is quite surprised when the Merchant shows up in Rotterdam, but also very happy to see him because he has been so good to her. He takes up lodging in the same house as her, and the two of them grow very close as they discuss their situations. Roxana is fond of him, but does not want to become ensnared in any more relationships, so when the Merchant finally asks her to marry him, she declines.
The Merchant then decides to try and seduce Roxana, hoping that she will then be inclined to marry him once they have slept together. She is aware of his plan, and readily agrees to start sleeping with him. The Merchant is shocked when, a few days after they become lovers, Roxana again rejects his marriage proposal. She is a bit suspicious that he might be trying to gain control of her money, and has no real desire to be married, as she does not want to lose her independence and autonomy. The two of them argue about the nature of marriage, with the Merchant offering to ensure that Roxana retains complete control of her finances after their marriage. Nonetheless, Roxana holds firm, until she notices that the Merchant is preparing to return to Paris. By now, Roxana is also pregnant. She argues with the merchant about his plan to go to Paris, since that is the one place she cannot go. She also tells him about the pregnancy, and he implores her to marry him so that their child will not be born illegitimate. However, Roxana is stubborn, a choice that she laments while looking back. The Merchant does not want her to be his mistress if she will not be his wife, and he is obligated to return to Paris. Roxana decides to go to London, and the two of them part ways, with him promising he will always help her and their child if she needs it.
Roxana's glamorous and independent life allows her to make choices like spending multiple years abroad with her lover; this type of lifestyle would be out of reach for even a wealthy woman if she was in a more traditional married relationship. Roxana shows her intelligence and cosmopolitan tastes by experiencing life in different places. Her acquisition of a Turkish servant and the elaborate Turkish costume sets the stage for the exoticized persona she will later adopt, including the nickname of "Roxana." Part of what Defoe was offering readers was a peek in to an illicit but also exciting lifestyle, and the inclusion of these hints of contact with an Orientalized fantasy of harem life adds luster to Roxana's account of a fabulous lifestyle. Paradoxically, the Turkish elements hint at a world often imagined to be rigidly controlling of women and strictly curtailing their freedoms (for example, the mythology that a woman might have to live her entire life isolated in a harem). By purchasing the marks of this lifestyle, Roxana seems to be setting herself apart as a free woman who has achieved financial independence. At the same time, much of her life is not so different from being a slave closeted in a harem: she often has to live in concealed and hidden circumstances to make sure that no one knows who she is, and her very identity is no longer her own. Roxana has to be so anonymous that she cannot even claim a name of her own, and instead takes the name bestowed upon her by men.
The collapse of the relationship between the Prince and Roxana is amicable in many ways, but also furthers the pattern that, sooner or later, Roxana will be back on her own and need to reinvent herself. While Roxana has fully embraced an unorthodox and amoral view of life in which she plays by her own rules, the Prince reveals himself to be more conservative and pious. By this point in time, Roxana has gotten very good at shrewdly navigating these transitions, and almost seems to be relieved by the freedom that comes with the end of her relationship to the Prince. She can now return to England, where she has been absent for many years, and can truly operate as a free agent. However, Roxana has to confront the reality that while her acquisition of wealth and assets has given her freedom in some ways, it has also made it much more complicated for her to move around. In contrast with Amy's ability to move fluidly, Roxana becomes encumbered by the need to liquidate and transfer her wealth securely. The increased responsibility that comes with her wealth also limits Roxana's ability to be truly independent. She has to depend on the advice and help of the Merchant. Fortunately, he turns out to be one of the only truly trustworthy figures in her life, but this trust requires risk on her part.
Roxana's departure from France also marks another moment where her past catches up with her: when the Jew recognizes the jewels, Roxana's whole careful orchestration of her lies about her relationship with the Jeweller/Landlord threatens to come crashing down. Roxana has not fully recognized that moving in to more privileged circles means moving in smaller circles where concealing one's identity and past is more difficult. Roxana plays up anti-Semitic stereotypes by presenting herself as the persecuted victim of an evil man; in doing so, she reverts back to a much more traditional trope of vulnerable femininity that is at odds with how she has been living her life. She also ends up being vulnerable enough to rely on a man in a way she has tried to avoid: were it not for the Merchant arranging safe passage for her, Roxana would have likely ended up in a French prison.
In spite of, or perhaps because of, the trust she places in the merchant, Roxana is still reluctant to take the ultimate step of marrying him. Roxana seems to sincerely like and respect this man, and the two of them can interact as something close to equals in terms of their business and financial interests. She also happily enjoys having sex with him, showing how complete her moral transformation has been by this point. Roxana no longer feels ashamed of having sex with a man she is not married to, and in fact, she actively turns down the chance to legitimize the relationship by marrying the Merchant. Whereas before Roxana felt a strong connection to the validation offered by marriage, as she has grown more independent, she becomes more and more suspicious of what marriage means. Roxana offers an eloquent critique of marriage, and by extension, gender roles while advocating for a new form of equality. She makes what (at the time) would have been a potentially scandalous argument that women are just as interested in deciding their own fate, and making their own choices. However, Roxana gets entangled in her own argument: the Merchant keeps insisting that he will honor and respect her autonomy, but she refuses nonetheless. The interaction is also colored by Roxana's retrospective admission that she made a mistake by turning down the Merchant. Rather than being represented as a woman choosing her own destiny, Roxana is represented as a woman selfishly overlooking someone who truly cares about her in order to chase a hollow pursuit of greed and loneliness.