Though looking through that list of failed attempts and arrests.
I don't recall this story
2004, 24 September: Four men arrested in the Holiday Inn in Brent Cross trying to buy red mercury, a mythical substance which could purportedly be used to construct a nuclear bomb, from a newspaper reporter.[56] One man was released three days later,[57] while the other three were cleared at their trial on 25 July 2006,[58] during which the jury was told that "whether red mercury does or does not exist is irrelevant".[59]