During his two decades in prison in Britain, Hennessey repeatedly sought to escape and spent six months on the run in 1981. He was recaptured after attempting a robbery in Brighton with a fake pistol but made another escape in 1993 during a visit to Plymouth Central Library. When he finally walked casually out of the Leyhill Open Prison in 1998, he was reportedly carrying a Spanish guitar and Spanish books and had been learning Spanish in prison; this led to a fruitless search for him across western Europe. Police reportedly believed he was using the alias Neil Docking.