Winter Garden by Beryl Bainbridge.
Douglas Ashburner is one of those grey little men that were the source of much comical mileage back in the 1970s, trapped in a fairly mundane marriage and with an unrewarding job. In a desperate bid to enliven things a bit he's embarked on an affair with Nina St. Clair, a stereotypically temperamental artist. Not only does Nina have a bit of a thing for uncomfortable sex standing up in the kitchen (just in case her husband comes home halfway through and she has to shoo Douglas out the back door), but she's persuaded Douglas to come on a trip to Russia with her, presumably at least partly with the promise of some sex of the lying down uninterrupted variety.
Now obviously Douglas can't just say to the wife: right, love, I'm off to Russia with my mistress for a bit, see you when I get back, don't forget to water the aspidistra, so he cooks up a cock and bull story about going on a fishing trip to the Scottish Highlands, and then hot-foots it to the airport with Nina and her two travelling companions Bernard (another artist) and Enid.
Almost as soon as they get to Russia things start to go awry - Douglas' suitcase gets lost, and after an initial night in the hotel Nina suddenly disappears. Nonetheless Olga Fiodorovna, the interpreter assigned to Douglas' party for the duration of their trip, is keen that they press on and do the requisite sightseeing and visiting of sites of revolutionary significance. It becomes clear during all this that the various dignitaries they meet seem to think Douglas is someone other (and more important) than he actually is; weirdly, everyone seems to know Nina as well, though there is no sign of her in person.
The hapless party ploughs on through Russia in a haze of vodka-fuelled dinners and comical misunderstandings, including a comical misunderstanding on a train where Douglas ends up accidentally having sex with someone, as you do. At all times they are assured that Nina is just ill, and being cared for in a sanatorium somewhere, and will rejoin them presently. Eventually the party returns to Moscow to pack up before returning to Britain, at which point Douglas finds a cryptic note in Nina's handwriting with an address on it. Hijacking the airport taxi to take him to the address, he finds himself arrested as a spy and detained.
And, um, that's it. Unlike in Every Man For Himself, it's never exactly clear what's going on at any point here. Is Nina really sick? Or dead? Or has she just, as Bernard suggests, got cold feet about something and buggered off back to Britain early? And what of Bernard and Enid? Does Bernard really secretly speak Russian, as Douglas suspects? And what has he been doing all those drawings of? Are these the same drawings that turn up in Douglas' fishing rod case at the end and get him arrested as a spy?
Winter Garden was published in 1980, and seems quaintly old-fashioned in some ways now: the heavily constrained tourism options open to westerners during the Brezhnev years, but also the way the principal characters act - like in Hotel Du Lac if you weren't told otherwise you'd put Douglas Ashburner at 60-something, but from the clues given in the book you have to conclude he's mid- to late-40s or so. Having one of the main characters (presumably of a similar age) being called Enid doesn't help either, that being one of those names that is irredeemably associated with old people these days.
Anyway, like the other short novels by ladies of a certain age as listed here, here, here and here among other places, this is tremendously sly and knowing and captures certain aspects of human interaction very concisely. What you don't get is any clear idea of what's going on - as this review says, even in comparison with the the rest of Bainbridge's output Winter Garden is particularly enigmatic and opaque. That's not to say it isn't highly enjoyable though, because it is; I just prefer to know what's going on. I don't generally demand that it be spoon-fed to me; I can work it out, but the information has to be there somewhere.
Beryl Bainbridge died in 2010, between my reading of the only previous book of hers I've read [postscript: actually this isn't true, as I've read her 1977 Whitbread Award winner Injury Time as well, which dents the symmetry of the theory a bit] and this one. She therefore joins Russell Hoban on the list of people who have been killed as a result of my reading their novels; sorry about that.