(A ). A message sent in place of a love-letter. The love-letter would have been a poulet (q.v.). A pigeon pie is called a dove-tart, and dove is symbolical of love. Pyramus says of Thisbe, “What dead, my dove?” A verbal message is “cold comfort” to a lover looking out for a letter.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894