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There's a pariah country in your neighborhood that is in war with one of your enemies. Officially you condemn the war and support the UN resolution for peaceful settlement, which presents yourself as an enlightened peacemaker. Unofficially it's in your best interest to provide clandestine support to their war efforts as long as it's done discreetly and doesn't end up on the front pages in the media. The longer the enemy is busy with them the better.

How to maintain unofficial diplomatic relations if you didn't have an embassy and opening one would be very bad for your image?

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    $\begingroup$ Sounds like a question for Politics SE :-P $\endgroup$ – Rand al'Thor Apr 11 '17 at 12:06
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    $\begingroup$ This is about a story set in a world, not about building a world. $\endgroup$ – Azuaron Apr 11 '17 at 12:50
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    $\begingroup$ By definition there cannot be unofficial diplomatic relations. Diplomatic relations have to be official, or else there entire fabric of diplomacy breaks down. You may have unofficial discussions, deniable support, secret commerce, but not unofficial diplomatic relations. $\endgroup$ – AlexP Apr 11 '17 at 18:23
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    $\begingroup$ Plenty of countries maintain unofficial diplomatic relationships. It can be a useful technical fiction when formal diplomatic relationships are untenable due to conflicts of some sort with other diplomatic partners. For a current example, look at the US and Taiwan. $\endgroup$ – Adam Miller Apr 11 '17 at 19:41
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You can use a "man in the middle". Country A doesn't have an official relationship with country C, but both A and C have a good relationship with B.

Through B, A and C can have diplomatic contacts.

It was done between during WW2 between Italy and UK using Vatican City, if I remember correctly.

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    $\begingroup$ This is the correct answer. For example, ever since the storming of the US embassy in Iran, the US is represented through the US Interests Section of the Swiss embassy. Similarly, because the US does not grant Iran an embassy, Iran has an Interests Section in the Pakistani embassy. $\endgroup$ – ifly6 Apr 11 '17 at 12:45
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    $\begingroup$ When the Nixon administration sued to prevent the publication of the Pentagon Papers, the official basis for the case was that Volume 3 of the report revealed that Norway had done this for the US and North Vietnam. So, if that got out, other countries would (they said) be less likely to do back-channel diplomacy for the US, which would prevent deals to release prisoners, which meant POWs would stay in prison longer, which meant some of them would die, and therefore printing the Papers would kill POWs. Ironically, the leaker didn’t even leak that fact, but no one in the courtroom knew that. $\endgroup$ – Davislor Apr 11 '17 at 16:50
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    $\begingroup$ And the "interest section" can be quite formidable, and look, walk and quack like an actual embassy. That was the case in Cuba, where The Swiss Embassy's US Interest Section was the old US embassy building. And it became so again; they just changed the sign and the flag. $\endgroup$ – Harper Apr 12 '17 at 6:27
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There are lots of possibilities, ranging from official bureaus just not called embassies (and not enjoying the special protected status of embassies) to clandestine contacts maintained by some secret services.

Delivering support and weapons to them secretely is somewhat more difficult, because a weapon can fall to hands of the enemy and may be traced to its origin. But in real world there are shady weapon dealers around selling surplus weapons from old conflict zones and failed states, so you can organise a delivery of former Yugoslavian kalashnikovs without revealing the sponsor to the public.

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    $\begingroup$ Supplying weapons isn't that difficult. Just sell them to someone else and tell your actual customer when and where they will have the best opportunity to steal the shipment. $\endgroup$ – Philipp Apr 11 '17 at 12:14
  • $\begingroup$ @Philipp: Supplying weapons is not difficult, secrecy (or at least plausible deniability) is. $\endgroup$ – jknappen Apr 11 '17 at 12:16
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You use corporations as a front. Business men meet in a third country. Perhaps both sides happen to be on vacation. Neither of them is official tied to the goverment so not under any embargo. This way you keep your hands clean and only the people directly involved are aware.

Another would be Phone calls, phones exist and I doubt the country is completely cut off from the world's cellular network. Again you could use a man in the middle set up to keep distance. It's less discreet but as hard to track down for the media. They can't legally tap any phones.

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