I'm guessing that this would be his favourite cat, a tortoiseshell tabby named Selima, which Thomas Gray penned a poem about on it's death in 1747. The poem is entitled Ode to the Death of a Favourite Cat Drowned in a Tub of Goldfish.
Thanks for that, but I knew all about that cat and I'm not sure it's the one. He had several well-known cats. I'm still trying to find any reference to one rescued.