It's really ironic: after describing the problems of not having a bag check, I just realized that I may have exactly the same problem to deal with, if I visit the French Embassy in Rome in October...

I should mention that, apart from the problems for me, there is no similarity between the two situations. This is the Embassy, not the Consulate. They let a small number of people visit the building, if you beg nicely a reasonable amount of time in advance (I don't know yet if I'll know the exact time I can visit far enough in advance). Since it's free anyway, I shouldn't complain too much, but I'll probably have to find a hotel between it and the train station.

I'm in a hotel with free WiFi, contrary to what I expected. But I doubt it will happen again tomorrow...