Once the shipment arrives at the kingdom it seems that all the boxes are empty and for some reason most of the coins were replaced with small rocks and acorns.
A large vertical cave has a constant, strong wind blowing out of it from the bowels of the earth. If one was to jump into the currents they would have a controlled ascent on the winds till they reached a height where their weight and the winds force reached equilibrium. Impossible to climb down naturally. What is it? Natural winds from the earth or a complex magical protection for an underground lair?