The Cabala by Thornton Niven

A young American student spends a year in the exotic world of post-World War I Rome. While there, he experiences firsthand the waning days of a secret community (a “cabala”) of decaying royalty, a great cardinal of the Roman Church, and an assortment of memorable American ex-pats. The Cabala, a semiautobiographical novel of unforgettable characters and human passions, launched Wilder’s career as a celebrated storyteller and dramatist.

The Cabala has Five books in which
Book One: First Encounters
Book Two: Marcantonio
Book Three: Alix
Book Four: Astrée-Luce and the Cardinal
Book Five: The Dusk of the Gods