What do you do if you are Sir Sean Connery and someone turns up at your door with a tragic tale about how his luggage has been mislaid at the airport and all he has is a pair of jeans, a shirt and tie? And it's sweltering outside. Do you offer a cup of tea? Not exactly. Do you offer your bottom drawer? Well, something like that. So this is the embarrassing bit, Connery's undewear. Black. Triple X. Let me explain.

We had arrived the previous day to interview Connery and, after he had finished ruminating over his love for Scotland and the dark forces conspiring against his long cherished dream of independence, he listened attentively as Gordon, a Herald photographer, explained how his bags had been delayed at the airport and he had no clothes apart from the clobber he was standing in.

Connery, the Scot widely regarded as the Sexiest Man Alive, went to his room before re-appearing with a white golf shirt and a pair of shorts. ''Put these on,'' he said, ''it's roasting out there.'' Dutifully Gordon obliged, going to the bathroom to change. ''Christ,'' said Connery when Gordon appeared, his legs whiter than a snowball, ''a Fife boy right enough.''

Our taxi arrived and we left for our hotel.

Gordon, meanwhile, was laughing his head off. ''You'll not believe this,'' he said. What? ''I'm wearing his pants as well.'' It takes a while for my ears to adjust. Gordon Terris, married father of one, and the only man in the world to have got the knickers off Sir Sean Connery. One day later and Gordon is still wearing Big Tam's pants.

Sir Sean Connery is enthralled, watching

as the tiny humming bird hovers beside the feeder outside his office window. ''They're amazing,'' he says, staring at it reverentially as if it was a religious site. ''Sometimes I'll sit and watch them through binoculars from my room.'' A few leaves shiver and rattle, while the bird shoots in and out of the feeder. The scene lasts no more than a few seconds but it's a touching moment as he shows us around his house and the one inkling he's allowed of some kind of vulnerability.

This is a Connery that no one sees. The quiet, thoughtful, introspective Connery. This is the Connery that can grab hold of a subject for discussion and then, quite inexplicably, be somewhere else with it. His conversations can roam, sometimes wildly, veering this way and that, but always with a curious rationale. He can be funny, tough and real. There is a glint in his eye and a mischievous suppressed smile, as if he's been told a joke that he will slowly let you in on. Connery in the flesh, even at 72, stops you in your socks.

''There are seven genuine movie stars in the world today and Sean is one of them,'' said Steven Spielberg once when describing Connery, so it is an altogether curious feeling being shown around the home of this very private individual. The house, of course, with stripes of gentle sunlight filtering through, is a long way from the two-roomed tenement in Edinburgh's Fountainbridge area where Connery was born and where, as a baby, he slept in the drawer of a wardrobe beside his parents' bed.

Connery lives well, in an unpretentious enclave straddling an exclusive golf course. Away from the smell of smoked fish, of frying bananas, beer and burning meat from a nearby town, the gated entrance to the estate offers no illusions as to the millionaire status of the residents here. Yet, in his habits, he is, by Hollywood standards, quite conservative. There is nothing flash or overly grand, nothing of the ostentatious movie star about him. And, for someone so inextricably tied in with Scottish nationalism there is, thankfully, nothing in the way of kilts, shortbread or skirling bagpipes - just the occasional book of photographs on Scotland and Scottish history.

Yet Connery is proud of his roots, very proud, and the tattoo Scotland Forever, above the fading Mum and Dad scribble on his right arm, is replete with significance, not to mention a discrete clue to character - a constant reminder to him that, wherever he goes, poverty came before wealth. Slowly, he leads us upstairs. Today, he has a sore foot, and his ankles and knees are a little tender. He injured himself playing tennis which has also put a stop to his golf game. Upstairs is his wife Micheline's studio, past a cupboard stuffed with around at least eight sets of golf clubs - ''golf is the ultimate revealer of character'' - and past walls that are lined with her paintings. Many are portraits of her husband, luxuriant and supple, while others, of family and friends, are comprised of only a few brushstrokes and very little colour, but beguiling all the same.

Micheline's studio, a quiet, unsplashy place, is lined with books and photographs. One in particular catches the eye. It is a youthful Sir Sean, dark, tanned and more handsome than any man has a right to be, on the set of one of the earlier Bond films. To all intents and purposes he is now a grandfather, albeit one who possesses an almost carnal quality in person, and the photograph is a bold reminder of the sheer longevity of his career. ''Oh, that,'' he says, when I point it out, ''Christ ... '' It must be strange, I say, to be surrounded by so many images of youth; paintings, photographs and film. Much of the familiar furniture of his life has vanished. Does he, I wonder, ever tire of being Sean Connery? He stops, only for a second. ''I've got a lot of time on my own. I'm quite happy.'' Then he pauses. ''I want to show you something.'' Whatever it is he can't find it so he goes to his

office and brings me a book.

The Epic of Gilgamesh is, perhaps, the oldest written story on Earth (somewhere between 2750 and 2500 BC), about the adventures of the historical King of Uruk. It comes from ancient Sumeria, and was originally written on 12 clay tablets in cuneiform script. He finds the piece of paper on which he has scribbled something down. ''The life that you seek you never will find/when the gods created mankind, death they dispensed to mankind/life they kept for themselves.' Isn't that something?''

In the living room, which is airy and light, Gordon positions Connery for some more photographs. He sits down. Across two tables are framed photographs of close family and friends. On one there is a shot of Connery and his wife with President George W Bush (to be fair to the actor, it is hidden away at the back). When we arrived at the house the previous day we had expected to be driven up a long driveway, something with large, grand gates, maybe a camera or two. His house seemed a lot smaller than we had anticipated. Sylvia, the housemaid, let us in. To the right is a small kitchen, straight ahead is the formal lounge area, to the left the master bedroom (the one room that we didn't see) and out the back was the pool area abutting the eighth hole on the golf course. I had mistaken the course for his garden only to discover that his property was actually rather small.

Yet everything about his house in Lyford Cay spells welcoming comfort. Connery sees the question coming. Where is home? I ask. ''Here,'' he says, unapologetically, fixing me with a long, reproachful look. Nearby, the sound of a mechanical golf buggy whirrs.

''In the Bahamas.'' Having consented to this interview Connery, I suspect, is all too aware he is providing ammunition for his detractors. But such are the traps of his quasi-political existence.

No matter, he presses on regardless. ''I couldn't live in Scotland just now with what they would do to me, frankly, the media and all that, the tabloids. They crucify people. People seem to need more and more of it and they have to go further and further to compete. If I was living in Edinburgh I would have a real problem going around. I don't have a problem when I go out now. I walk everywhere, I don't have a bodyguard, don't have a minder. I go to football games, I go to boxing matches, I go to the cinema, walk to the theatre in London, because it's quicker than the taxi. I don't have a problem walking and nobody bothers me when I'm up there in George Street for the film festival. But daily life there, based there, no.

''I have a house here and my wife has an apartment in New York. To go from here to Europe is a long trip, whereas going to Florida from here is half an hour, New York is two. It makes more sense for my work to be based here and also I'm very much a loner, I'm not a group guy. I'm a team player in a film but ... '' He allows his voice to trail away.

Navy number PSSX 849463. He grabs the number from nowhere in particular. A conversation about nothing in particular. Then, ''Connery 26245'' - the number of St Cuthbert's in Edinburgh where he used to have to do the shopping. Twice a year, summer and Christmas, if his parents bought anything from the Co-operative, they could get their dividend and with that they could buy shoes, or clothes, anything like that. Fellow Scot Billy Connolly, says Connery, does a great routine on the dividend and with that he launches into a kind of monologue. ''How about these? They give the lad a huge coat and it's trailing on the floor. That'll do. But ma! That'll do, you'll grow into it. The boots. Studs in the boots and a horseshoe in the heel, they'll last forever. Two sizes too big. That'll do. He's marvellous, Billy.''

When I remind him that Connolly once accused the SNP of being responsible for

a growth in anti-English racism, his face settles into a harder shape. ''No,'' he says, defiantly. ''I know Billy, he's a good friend of mine.'' He smiles again. ''In fact, he's my illegitimate son. No, no. Unless the people have a reason for being anti-English and I'm sure there are people like that anyway.'' Then he's off again, crackling with laughter.

Earlier he had admitted to having a real problem with dates - ''I don't remember them accurately at all. I can make a mistake of five years'' - so it's interesting that he still remembers his navy and shopping numbers, like cherished mementoes from a former life; or a life slipping away. There is more than a whiff of nostalgia about his conversation and I can't help feel that, living in the Bahamas, he can't shake a certain sense of detachment from his own country. Scotland, whose memory sustains him against the vagaries of time and distance, is both a friend and an enemy. And, as an actor, he also knows that the Scots are a tough audience and he faces the toughest criticism from his home crowd.

Having won an Oscar in 1987 for his role as an ageing Irish cop in The Untouchables and having been lauded for roles in Indiana Jones and, later, in The Hunt For Red October, part of the enjoyment of his life stems from his workload which is heavy. It seems there are no real ambitions any more, no real anticipation of great experiences. We return to his office. He does all his paperwork here - Europe in the morning and Los Angeles usually after lunch. There is a shelf of books, videos and DVDs, mostly about films. There's a TV, video, striped sofa, table, a few pictures on the walls and, well, that's about it. There is a distinct lack of stuff. He is bereft of things. In spite of his wealth he doesn't appear to have much, at least not in the way of personal possessions. He just doesn't seem to need much.

While Gordon arranges another photograph of Connery at his computer, the actor grapples uncomfortably with his keyboard. Having struggled at our earlier meeting with his tape recorder, grinning wildly, he says. ''Just can't get the hang of this bloody thing.''

Adjoining his office is Connery's personal bathroom. Above the door on one wall he keeps a battered road sign - Fountainbridge. It was a present from his friend David Murray, who paid (pounds) 100 for it when the area was being demolished. Much of the familiar aspects of his life has vanished - his Edinburgh home, his parents (both dead) and much of the Scotland that he grew up with as a boy and the sign, I suspect, is something more than a battered remnant of a street or district. It is, quite literally, a sign to a life that he can never, despite his efforts, reclaim. Despite the sun there is a late autumnal feel about his conversation. Connery is, he says proudly, a ''Scot first'', and an SNP man second.

His career as a feature film-maker ended in May 2002 when he shut down Fountainbridge Films, his US-based production company. It came up with blockbusters like Entrapment, which starred Catherine Zeta-Jones and Just Cause, starring Laurence Fishburne. Despite reports that he had an uneasy relationship with Rhonda Tollefson, his business partner, all he will say is that he had a three-year deal with Columbia to develop movies and he found it was too complicated. ''I didn't want to continue with that. I've been trying to simplify my situations rather than getting more and more involved.''

At the moment he is developing a project with Murray Grigor, one of Scotland's most respected film-makers, in a bid to revive serious cultural documentaries. It is a story about Scotland's history that he has underwritten and owns along with Grigor. Originally, they had planned to make eight episodes about the idiosyncrasies of Scotland and the Scottish people, but now they have enough material for 14.

Sir Sean, who first worked with Grigor 20 years ago when they made the tribute Sean Connery's Edinburgh, stepped in last year following a complaint by Grigor that since devolution there had been a decline in cultural TV programming. ''It's extraordinary,'' he says. ''The eccentrics, the humour, the Jekyll and Hyde characters, something on the Church, he's got some great stuff. I don't know how we're going to fillet it down. Visually it's terrific. Eventually I'll go over and do something in it. It's been very interesting.''

Sylvia brings some water and he squeezes a lime into it before quickly draining a glass. He is is now in pre-production for a film version of Art, one of the biggest non-musical theatre successes of recent years, with Sidney Lumet for HBO. There are rumours that he will return for another Indiana Jones film but he remains circumspect. ''I don't know, no one has ever committed to anything. I've got another film that will be going either in Prague or Budapest but until that's agreed ... ''

The hours have passed freely and it is almost time to leave. Like all Connery conversations we return to Scotland. In 1999 he revealed he wanted to move back to Scotland - for a few months at a time. There were reports that he and his wife, Micheline, were house-hunting in Edinburgh but it came to nothing. Now he insists he will only return to Scotland when the country is independent. ''I honestly believe that Scotland will become independent and I will have a house in Scotland, but not until then. If I do retire, and I have no idea if I will retire or not, then I'd certainly spend much more time there.'' He pauses. Then, as if talking to some imagined audience, he adds: ''I don't know what they're frightened of with independence. There will be an independent Scotland in my lifetime.'' We have run out of rooms, I think to myself. There is nothing more he wishes us to see. n