An absorption line–splitting phenomenon, first reported by Cottrell and Lambert (1982a), has been shown to occur at about maximum light in the semi-regular pulsations of the R Coronae Borealis (RCB) star, RY Sgr (Lawson 1986). This has been interpreted as a shock wave propagating through the photospheric layers (Lawson and Cottrell 1986). We present spectroscopic observations of this star, taken to coincide with this line–splitting event. A sequence obtained during 1986 October revealed that this event extended over about 6 days (out of a period of about 40 days) and began at about the bluest B-V. This colour maximum, which corresponds to maximum photospheric temperatures and minimum radius, leads the V maximum by about 6 days.