The 2nd Earl of Grantham is currently travelling on his "grand tour". He is in France at the time of the fall of the Bastille, and his mother sends a worried letter, by "special messenger", to get him home immediately.
Episode 5.02: A conversation between Simon Bricker and Cora occurs, concerning the Storming of the Bastille and the mother of the 2nd Earl of Grantham intending to get him home.
↑Transcripts.ForeverDreaming.org - Downton Abbey » 06x06 - Episode Six: "No, the third Earl built it. Well, he didn't really build it so much as envelope it, because this room is originally medieval. It was the monks' refectory of an abbey that King Henry sold after the Dissolution of the Monasteries."
"Is that why it's called Downton Abbey?"
"I guess so."
↑Bricker: Do you have a clear record of how it came to be here? Cora: The second Earl was our collector. He bought it when he was quite a young man on his grand tour. Bricker: Which was when? Cora: 1789. We've a letter from his mother. She's heard about the fall of the Bastille and her son was going through France. She sent it by special messenger. Bricker: Mothers. Some things never change.