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Robert Graves claims Atreus' first wife, Cleola, died giving birth to Pleisthenes as punishment for Atreus not sacrificing the golden lamb. I checked all his sources and couldn't find anything of the sort. I've been looking a long time for it.

Is there an ancient source that says Artemis caused Cleola to die in childbirth?

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You should keep in mind that Graves often takes some liberties in his retellings of Greek myths, adding details and personal interpretations in order to make a more readable and coherent whole out of often fragmentary and contradictory traditions (see the "Reception" section of the Wikipedia page on his book The Greek Myths for a discussion on the quality of his retellings).

Let us examine his retelling of the myth of Atreus' golden lamb:

Now, Atreus had once vowed to sacrifice the finest of his flocks to Artemis; and Hermes, anxious to avenge the death of Myrtilus on the Pelopids, consulted his old friend Goat-Pan, who made a horned lamb with a golden fleece appear among the Acarnanian flock which Pelops had left to his sons Atreus and Thyestes. [...] Atreus kept his vow, in part at least, by sacrificing the lamb’s flesh; but he stuffed and mounted the fleece and locked it in a chest. [...] But Atreus, whose wife Cleola had died after giving birth to a weakly son, Pleisthenes – this was Artemis’ revenge on him for his failure to keep the vow – married Aerope, and begot on her Agamemnon, Menelaus, and Anaxibia.

In this specific case, it seems quite clear that he is conflating various diverging accounts of the same myth. One involving Hermes avenging the death of his son Myrtilus, as in Euripides' play Orestes (among other sources):

From this came a woeful curse upon my house, brought to birth among the sheep by the son of Maia [Hermes], when there appeared a baleful, baleful portent of a lamb with golden fleece, for Atreus, breeder of horses.
Eur. Orest. 995-1000

A second account in which Pan intervenes, as told again by Euripides in his Electra:

The story remains in old legends that Pan, the keeper of wild beasts, breathing sweet-voiced music on his well-joined pipes, once brought from its tender mother on Argive hills a lamb with beautiful golden fleece. A herald stood on the stone platform and cried aloud, “To assembly, Mycenaeans, go to assembly to see the omens given to our blessed rulers.” ...and they honored the house of Atreus.
Eur. El. 699-712

And a third one which relates Atreus' vow to Artemis. See for example the Epitome of Apollodorus' Library:

And Atreus once vowed to sacrifice to Artemis the finest of his flocks; but when a golden lamb appeared, they say that he neglected to perform his vow, and having choked the lamb, he deposited it in a box and kept it there, and Aerope gave it to Thyestes, by whom she had been debauched.
Ap. Epit. 2.10-11

Notice how Cleola is not mentioned in any of the above-mentioned sources. She does instead appear as Pleisthenes' mother in a scholion on Euripides' Orestes:

And Atreus, having married Cleola the daughter of Dias, fathered Pleisthenes, who was weak in body and who married Eriphyle and fathered Agamemnon and Menelaus and Anaxibia.
schol. Eur. Or. 4

It should be stressed however how in other sources she appears instead as Pleisthenes' wife, and in most accounts it's Aerope who gives birth to Agamemnon, Menelaus, and Anaxibia. In fact, the whole genealogy of the Pelopids appears extremely confusing and inconsistent in the corpus.

It seems that Graves, in an attempt to take into account as many sources as possible without contradicting himself, fashioned a somewhat coherent retelling in which

  • both Hermes, Pan, and Artemis intervene
  • Agamemnon and Menelaus are the sons of Atreus and Aerope, as per most accounts of the myth
  • Cleola dies during childbirth, perhaps to get rid of a character about whom very little is said, and to make room for the better attested Aerope as the mother of Agamemnon and Menelaus
  • Artemis' wrath is used to explain Cleola's death and Pleisthenes' weakness, which is otherwise unexplained in the corpus

For extensive academic reviews on the myth of Atreus' golden lamb and on Pleisthenes' genealogy, I recommend you take a look at Early Greek Myth: A Guide to Literary and Artistic Sources by Timothy Gantz (pp. 545-550, and pp. 552-556), and at Early Greek Mythography: Volume 2: Commentary by R.L. Fowler (pp. 435-436).

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