Cabot frequently told of hunting for gold on the island. Legend had it that pirates had buried their treasure and marked the spot of their gains by driving bolts into trunks of trees. Although Cabot never found gold or precious jewels himself, he'd been on treasure hunts with those who had. One cherished memento he did salvage was an iron part from the battleship Maine, sabotaged in Havana Harbor in 1898.
In 1904, Cabot introduced Havana cigars and Cuban jellies to the American public at the World's Fair in St. Louis. Although he never returned to Cuba again, he did manufacture cigars in Key West, Florida during 1905.
Cabot spent the years 1906 to 1913 traveling the West Coast of California and as far north as Seattle and east to Boise, Idaho, while at the same time serving as the Postmaster of Sierra Madre, next to Pasadena.
Sometime between 1912 and 1913, Cabot married Margaret, but little is known of this union other than it was dissolved. A son, Rodney, was born at Queen of Angels Hospital, Los Angeles, in 1914.
Cabot's family had moved to California and invested their fortunes in orange groves near Riverside, but a disastrous freeze in 1913 ended the citrus venture. Cabot then made his way inland to the present site of Desert Hot Springs.
After purchasing a burro, which he named Merry Christmas, Cabot spent his time exploring the desert land and establishing his homestead on 160 acres. For Cabot and nine other families in the area, the biggest single difficulty during the first year was obtaining sufficient water, then available only at the railway station at Garnet, a round-trip of fourteen miles, three times a week.
During the second year, with the aid of his trusted friend, Merry Christmas, Cabot began constructing his first desert home, Eagle's nest. Designed primarily to shelter him from wind and cold, the one-room cabin with fireplace, one door and no windows, was constructed of cement, wood and stone set in a hole he dug atop of the present day Miracle Hill, which lies one mile directly south of the museum.