"I said, 'Kate, there's no point in staying if it's counter-productive.'

"She realised that was right but the thought of returning home brought back all the emotions of pain almost as bad as the first few days after Maddie vanished.

"That sense of loss and the thought of never seeing her again.

"Kate gets that more than I do. It's still intermittent grief and pain."

Gerry that what they had thought was their "worst nightmare" is now just getting "worse and worse." "It's such a vulnerable position. It's appalling. We've never had to say it until now...but we did not kill our daughter. I never believed it would come to this.

But when the paranoia sinks in, you're under severe pressure and things are going down a certain line, then it does look bad.

"In a system that you don't know and you don't really trust it's incredibly frightening."

Although Gerry remains confident there is no evidence to link him and Kate with Madeleine's "murder", he admitted the latest twist of events had left him with "anxieties".

"I don't need to tell you how things don't stack up," he said.

"I know 100 per cent Kate could NOT have done anything. I know that's true from what I did that night.

"And in terms of what Kate knows about me, I was away from her for just ten minutes."

"As I said, I was away from the table for ten minutes," he said.

"Six minutes of that was spent speaking to another guest I met as I came out from checking on Madeleine.

"All of this can come out. And it doesn't stack up."

Speaking in an interview with the News of the World, Gerry also confessed he is frustrated they are not allowed to use any of the £800,000 Madeleine Fund to pay their mounting legal bills.

"It seems like a disaster that we've got this huge donated fund and now we're not allowed to use it for legal costs because we're under suspicion," said Gerry.

"We'd have to be patient but ultimately we'll have the opportunity to have all of the evidence examined and discover the whole picture about what happened.

"And that's what's sustaining me. At least now we've got a clearer view of what we're up against whereas what we had before was smear and innuendo.

"We know what we have to fight now. The problem is we DO have a fight, but before I wasn't quite sure. "You get paranoid when there's a political shift.

"Because of the amount of pressure there's been on the Policia Judiciaria, and all the criticism, you always wonder how far they'll go.

"Now I've seen what they've got I'm actually clearer in my mind why they've shifted and treated us so differently.

"I'm still concerned with their perception of the evidence, but that's for us to sort out with legal support."