During this period he used the pseudonym James Willington (the name of a fellow student at Trinity) to publish his 1758 translation of the autobiography of the Huguenot Jean Marteilhe.

When Catholic opposition to this course in France resulted in the death of Huguenot leader Gaspard de Coligny and the St. Bartholomew's Day massacre, Walsingham's house in Paris became a temporary sanctuary for Protestant refugees, including Philip Sidney.

Later, he agreed being persuaded by emissaries of the Pope to marry Margaret in order to prevent her from marrying the Huguenot Henry of Navarre by that time, however, the French king and his mother were already intent on Margaret marrying Henry.

Sebastian himself, however, put an end to that plan, declaring that he was unimpressed by the mild suppression of the Huguenot Protestants in France, and that he would not bind himself to the House of Valois until he had seen how the situation would develop.