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Marcade carries the message from France that the King is dead, hastening the Princess's return. He arrives only at the end of the play, but he is nonetheless important. Like a bell that rings to signal the end of the school day, or like the feeling of a movie theater when the lights turn on after the credits have finished rolling, Marcade wakes everyone up to reality once again.
He's an intruder, coming from someplace "outside" of Navarre, and he therefore represents something far more real than the idyllic, playful world of Navarre. With his arrival, we suddenly remember that Navarre is a small piece of the world and that somewhere (in France) people are mourning the loss of a King. Imagine what he must look like clad in black clothes amid the lovers' colorful outdoor playground.
Another interesting aspect of Marcade is his name. Over the centuries, some critics have found connections in his name to Mercury, the messenger of the Roman gods and to the word "macabre" which, according to Merriam-Webster Online, is an adjective meaning "having death as a subject: comprising or including a personalized representation of death." His arrival makes us realize just how lighthearted and divorced from reality the lovers have been.