On 4 January 1941 Amy set off from Prestwick in an Airspeed Oxford which was to be delivered to Kidlington near Oxford. She landed at Squires Gate near Blackpool and spent the night with her sister Molly. The next day's weather was poor, with thick cloud, snow showers and poor visibility and Amy was advised not to take off, but she insisted that she would "smell her way" to Kidlington.
Some five hours later, sailors in a convoy in the Thames Estuary saw a parachutist emerge from the blanket of cloud, followed by an aeroplane that seemed to be under control, making slow circles until it hit the sea. The parachutist also came down in the water and drifted toward HMS Haslemere. Witnesses heard a woman's voice shout, "Hurry, please hurry" but before she could be rescued the woman disappeared under the stern of the ship and was never seen again. The Haslemere's captain died of exposure after diving into the sea to rescue what he thought to be another airman, but in fact was probably Amy's leather bag.
Rumours about Amy's death soon appeared and many theories have been put forward, including:
- a secret flight to occupied Europe
- an attack by German fighters
- "friendly fire" shooting down the aircraft, and
- an attempt by Amy to fake her own death
The most likely explanation, however, is that Amy ran out of fuel whilst trying to find her way through the appalling weather and decided to bale out rather than risk a forced landing in poor visibility.