Be sure to read Part I and Part II before beginning this post.
Here we come to the most critical part of our plan. Thankfully, though it may not occur to the reader yet, we have already made some very powerful friends - though they only love us for our money. These include the people who are bringing out beer, wine, dried meat or honey and the people we have borrowed money from (if we have gone that route). These people are very interested in seeing more of our money and in being paid back. It is nice to have powerful friends who have a vested interest in our well-being!
This means that when the Baron's henchman shows up (as the DM will inevitably decide is the next 'obstacle' to be placed in our path), demanding that we cease and desist our operations, we should already be prepared.
The Baron's response seems reasonable. A group of strangers turn up from nowhere, start buying raw materials from the countryside and setting themselves up to stay. And they have a lot of money! OMG, what plot do they have in mind?
So the lackey appears (probably a 7th level lackey), saying, "You're all going to have to get out. You have no right to do what you're doing!" The DM is thinking, Aha, this should throw a monkey wrench in things. What are they going to do? Fight the Baron?
No. What we're going to do is reach out our hand, holding 2-5 thousand gold (use your judgement) and say, "Hey, glad to see you! We were worried we'd have to find you! Here are the TAXES we owe you, with our compliments. Oh, and tell the Baron there's a lot more where that came from!"
I presume you will do your due diligence and not give a total stranger claiming to be from the Lord all this money - but rest assured, this will be solved easily too.
See, the locals bringing their wood and stone will get there long before the Baron even knows what's going on (there's going to be no great rush to let the Baron know), so you'll be busy making friends with these people as well.
Yes, everyone that shows up with something to sell is now your best friend! It doesn't matter if they come in with a single stone, you're ready to meet them, make them feel at home, give them some stew (free!) and - if the beer and wine has arrived - a drink of that too! Those that leave, you want them talking to their friends: "Hey, they fed us, they treated us great, there was free beer! It was a great time!"
Most of all, you want to hire these people. As many as you can. You need to build a dock, a pier at least, possibly set aside the largest stones you receive for the eventual break you may want to add to your shallow bay or inlet (that's why you don't pick deep water! It only has to be deep enough to allow a longboat).
More importantly, you're going to need a warehouse that you'll make out of the wood you're getting, along with some corrals (so you can start buying animals along with other materials) and a modest house (remember, you're a simple trader, not a officious prat). Anyone too dumb to build things out of wood will serve to start your road into the interior, using all that lovely cheap gravel and sand you've been collecting. Where should your road go? Along one of those paths, of course, that the people have been beating down with their wagons. Obviously, the one beaten down the most.
This will help you gather a small population of laborers - more than a few of whom will recognize that lackey when he turns up. "Is this the guy?" you'll ask. And the answer will come back, "Oh yeah, that's the guy."
This is getting expensive, no? The coin is flowing out and none of it is coming back; you're making a lot of people happy but you're going broke fast. What will you do?
Well, if you can manage it early, you'll want to buy up other sections around your initial 30 acres - but the DM may not let you do that. Chances are, however, that the land on every side is completely empty - and ostensibly under the authority of the Baron. So, as soon as we've paid the Baron his 'taxes,' we will want to write him/her a letter:
"O Great Baron. I see a glorious opportunity for you, my Lord, to make a spectacular killing. I see all this wonderful land surrounding my humble little holding, but sadly it is empty of taxpayers. If you will only let me solve that problem, great sir, I will sell the land to all my friends immediately in my company now, for a mere stipend of 40% of the value gained. Sound good?"
Note, we have not named a price! Given permission, we're going to sell the land for whatever price we name, give the Baron 60% and pocket the rest. Now, either the DM will say "Sure, that sounds great, go ahead" or the DM will say, "Great idea, the Baron will send a man down to do that."
Either is perfect for us.
If the DM gives us the right to sell the land, we divide it in lots of 30 acres and name a rock bottom price. We do not then sell it to other people. We select a few choice fellows among our closest friends and we 'sell' them the whole lot for almost no money at all per plot, amass about 500 g.p. and give that to the Baron. "Not bad," says the Baron, since the land is worthless and he/she is thinking of the taxes that will be collected from those buyers in the future.
WE then go to the city and resell the lots that we now own for great amounts of money, at our convenience, promoting the changes we're making and the opportunities for townspeople to 'invest in the ground floor.' Turning over these lots starts us on the way of making money.
Okay, so the DM doesn't let us sell the lots ourselves. No problem, since everyone around to buy the lots are friends of ours (free beer and all that). This makes it easy to discourage buyers, driving down the price - until someone mysteriously turns up and offers a very low price for everything months after the property is offered. Us, of course.
Now, the DM might be a dick and invent illogical, irrational buyers from nowhere, just because. DMs will be like that. Thankfully, a DM like this will also probably have the buyers move in, building houses, ploughing land, setting up to take over the place.
Well, that's just fine too. Trust me, we're not going to give them any free beer.