The protagonist is worried word of his expedition will reach the Mathaiga club after he is exposed as a coward.  
In this story, one character uses the pharse "I'm still drinking their whisky" to describe a situation in which everything has gone to pot.  One character had endorsed a beauty product she never used for five thousand dollars, and is called the Memsahib by another character.  The protagonist is worried word of his expedition will reach the Mathaiga club after he is exposed as a coward.  That character discovers his wife is sleeping with Wilson, and after a few tries stands his ground while hunting, but Margot shoots him anyway after he kills the lion.  For 10 points, name this Hemingway short story about the titular character's death on a safari.
In this story, one character uses the pharse "I'm still drinking their whisky" to describe a situation in which everything has gone to pot.  
The Short {Happy Life} of {Francis Macomber}