In 1885 the Swedish archivist Per Sondén travelled to various archives along the coast of the Baltic sea from Stettin to Saint Petersburg, primarily in order to search for letters from Axel Oxenstierna. Occasionally he looked beyond his immediate task and made notes of other interesting items. Upon arriving in Reval (Tallinn) he went first to the town archive and then to the archive of the Estonian nobility. He found little of relevance for his mission, but as a representative of the Swedish National Archive was offered a volume of letters from Charles XII to Wolmar Anton von Schlippenbach 1701-1705. The same offer was repeated twenty years later, but as it was not clear what the owners wanted in return the volume stayed in Tallinn.
The volume was later added the archive of the Governor General of Estonia and is now labelled EAA.1.2.153. It's available online through VAU (registration needed). Most of the content can likely be found in Riksregistraturet, but a few of the very first letters are written by the King personally. The first is dated Koiküll 5 January 1701 and deals with Schlippenbach's march to Marienburg (Alūksne). The second is dated the same day and goes into more detail. Schlippenbach should take 200 men from his own dragoons, 100 Finnish cavalry and 100 of Lt. Col. Stackelberg's batallion and go to Marienburg. There he would like find 200 men of Skytte's batallion wirh four guns. This force, the King writes, should not only be sufficient for defensive purposes but also permit an expedition into Russia in order to collect contributions. If Schlippenbach deemed it necessary he should allow those Livonians who lived close to the border to move further west.
The King assured Schlippenbach that Major General Spens would take a position at Sagnitz (Sangaste) and would be able to support him if necessary.
On 10 January Schlippenbach acknowledged the arrival of these two letters (RA, Skrivelser till Konungen. Karl XII, vol. 23) and gave an extensive account of the situation.
In an odd twist to the story there is a similar volume in Linköpings Stiftsbibliotek (H 189). This volume consists of copies of Royal letters to Schlippenbach, but is not identical to the EAA 1.2.153. The first letter in this volume is dated 22 January, which chronologically would put it between letters 5 and 6 in the Estonian one.