When Dan came downstairs in the morning Mrs. Frost called him to the door of her bedroom. "What on earth is the matter with Nancy?" she exclaimed; "I have been waiting for her the past hour. No one has been near me since Deborah came in to lay the fire. Call the girl Danny; I want to get up."

"All right, mother. She has probably overslept; she had a long walk yesterday."

"But that is no excuse for sleeping till this time of day. Tell her to hurry."

"It is only seven, mother."

"Yes, Danny, dear, but I mean to breakfast with you all this morning if I ever succeed in getting dressed."

Dan crossed the hall and knocked at Nancy's door. There was no response. He knocked again, then opened the door and looked within. Nancy was not there, and her bed had not been slept in.

He went back to his mother. "Nancy is not in her room," he said. "She has probably gone out for a walk. I'll go and look for her."

He went to the kitchens to enquire of the maids, but they had not seen their young mistress since the night before.

"Spec she's taken dem dogs a walkin'," said black Deborah unconcernedly. "Miss Nance she like de early morn' 'fore de sun come up."

Dan went out to the stables. The setters came rushing out, bounding and barking joyously about him.

"Have you seen Miss Nancy this morning, Jess?" he asked.

"No, Mister Dan, ain't seen her this mornin'. Be n't she in the house?"

"She doesn't seem to be. Take a look down the road, and call after her, will you? Down, Boy; down, Girl!" he cried to the dogs.

Dan began to be thoroughly alarmed. If Nancy had gone out, the dogs would certainly have followed her. She must be within!

He went back into the house, and searched room after room, but no trace of her was to be found. He returned at last to his mother's chamber.

"I can't find Nancy," he said. "She must have gone off somewhere."

"Gone off! why, she must have left very early then. I have been awake these two hours—since daylight—; I would have heard every sound."

"Well, she isn't about now, Mother. She will be back by breakfast time, I don't doubt. Just stay abed this morning, I will send her to you as soon as she comes."

"I shall have to, I suppose. Really, Dan, it is extraordinary how neglectful of me that child can sometimes be. She knew—"

"Mother, don't find fault with her. She is devoted to you, and you know it."

"I daresay she is. Of course she is, and I am devoted to her. Where would she be, I wonder, if it hadn't been for me? Good heavens! Dan, can anything have happened to her?"

"No, no—of course not,—nothing."

"Search the house, boy; she may be lying some place in a faint. She isn't strong—I have always been worried—"

"Don't get excited, Mother. We will wait until breakfast time. If she doesn't turn up then, you may be sure I shall find her."

He looked at his watch. It was already nearly eight o'clock, so he decided to say nothing to Pembroke until after breakfast. He found the Marquis and Tom chatting before the fire in the bar.

"Shall we have breakfast?" said Dan. "Mother will not be in this morning."

"Ah!" exclaimed the Marquis, as they took their seats at table, "that is a disappointment. And shall we not wait for Mademoiselle Nancy?"

"My sister has stepped out, monsieur; she may be late. Shall I give you some coffee?"

"If you please—. We have another of these so beautiful days, eh? This so glorious weather, these moonlight nights, this snow—C'est merveilleux. Last night I sat myself for a long time in my window. Ah la nuit—the moon past its full, say you not?—the sea superbly dark, superbly blue, the wonderful white country! As I sat there, messieurs, a sight too beautiful greeted my eyes. A ship, with three great sails, appeared out on the sea and sailed as a bird up the river to our little cove, Voila, mes amis"—he waved his hand toward the eastern windows—"She is anchored at our feet."

The two young men looked in the direction in which the marquis pointed, and to their astonishment they saw, riding securely at her moorings in the cove, a large sailing vessel. She was a three-masted schooner of perhaps fifteen hundred tons, a larger ship than they had seen at anchor in the Strathsey for many a year.

"By all that's good!" exclaimed Tom, "that is exactly the sort of ship my father used to have in the West Indie trade, a dozen or fifteen years ago. What is she? I wonder; and why is she anchored here instead of in the Port?"

The Marquis shrugged his shoulders. "That I can tell you not, my friend; but I am happy that she is anchored there for the hours of beauty she has already given to me. On this strange coast of yours one so rarely sees a sail."

"No, they go too far to the south... But what is she?" asked Dan. "We must find out." He went to the cupboard, and got out his marine glass and took a long look at the stranger.

"What do you make her out?" asked Tom.

"There are men on deck, some swabbing out the roundhouse. One of them is lolling at the wheel. She flies the British flag."

"Do you, perhaps, make out the name?" asked the Marquis.

"I don't know—yes," Dan replied, twisting the lens to suit his eyes better and spelling out the letters, "S,O,U,T,H,E,R,N,C,R—the Southern Cross. By Jingo, Tom, we'll have to go down to the beach and have a look at her."

Tom took the glasses; turning them over presently to the Marquis. "She is a good fine boat, eh?" exclaimed M. de Boisdhyver, as he applied his eye to the end of the glass.

"She certainly is," said Dan.

They sat down at length and resumed their breakfast. The ship had diverted Tom's attention for the moment from the fact that Nancy had not appeared.

"Where is Nance, Dan?" he asked at length, striving to conceal his impatience.

"I don't know," Dan replied. "I think she has gone over to see Mrs. Meath and stayed for breakfast."

"Madame Meath—?" enquired the Marquis.

"At the House on the Dunes," Dan answered, a trifle sharply.

"A long walk for Mademoiselle on a cold morning," commented Monsieur Boisdhyver, as he sipped his coffee.

In a few moments Dan rose. "Going to the Port to-day, Tom?"

"Not till later, any way; I am going down to the beach to have a look at that ship."

"Wait a little, and I'll go with you," He turned to the door and motioned Tom to follow him.

Outside he took his friend's arm and drew him close. "Tom, something's up; Nancy's not here."

"Nancy's not here;" exclaimed Pembroke. "What do you mean? Where is she?"

"To tell the truth, I don't know where she is; her bed has not been slept in. I thought at first she had gone for a walk with the dogs as she does sometimes, but Boy and Girl are both in the barn. It's half-past eight now, and she ought to be back,"

"Good Lord! man, have you searched the house?"

"I've been over it from garret to cellar."

"And you can't find her?"

"Not a sign of her."

"Have you been through the north wing?"

"Yes, all over it. I have been in every room in the house, boy. Nance isn't there. You heard nothing in the night, did you?"

"Nothing."

"When did you go to sleep?"

"Perhaps about half-past three. Come to think of it, I awoke at four with a start, for I heard a sleigh on the Port Road. After that I went to bed."

"The sleigh hadn't been at the Inn?"

"It couldn't have been—I'd have heard of it if it had; you see it woke me up just going along the road."

"I don't suppose we need worry. But it is queer—none of the servants have seen her since last night."

"My God, what can have happened to her?" cried Tom.

"Sh, boy! We have nothing to go on, but I wager that old French devil knows more than he will tell."

"Then, we'll choke it out of him."

"No, no, don't be a fool! She may be back any minute. I'll get the sleigh and go over to the House on the Dunes. In the meanwhile don't show that you are anxious! I'll be back inside of an hour, and we can have a look at the ship. If Nance isn't with Mrs. Meath, why I am sure I'll find her here. Let's not worry till we have to."

Tom assented to this proposition somewhat unwillingly. Despite his friend's reassuring words, he did not feel that Nancy would be found at the House on the Dunes or that she would immediately return. He remembered her telling him of her desire to go away. He remembered how strangely she had received the declaration of his love, and he feared almost as much that she had fled from him, as that the Marquis, weird and evil as he began to think him, had any hand in her disappearance.

After Dan's departure in the sleigh, Tom wandered about restlessly. When half an hour passed and Frost did not return, he went out to look down the road and see if he were coming. The white open country was still and empty, and the only sign of life was the great three-masted ship riding at anchor in the cove, with seamen lolling about her deck.

As Tom stood under the Red Oak, the Marquis stepped out of the front door. He was wrapped in his great coat, about to take his morning walk up and down the gallery.

"Why so pensive, Monsieur Pembroke? Is it that you are moved by the beauty of the scene—, the land so white, the sea so blue, and the Southern Cross shining as it were in a northern sky!"

Tom grunted a scarcely civil reply, and turning away to avoid further conversation, strolled down the avenue of maples toward the road.

Monsieur de Boisdhyver raised his eyebrows slightly, and began his walk. By and by, still more impatient, Pembroke walked back toward the house. If Dan did not return soon, he determined he would go after him. As he came up to the gallery again the Marquis paused and spoke to him. "And Mademoiselle, she has not returned?" he asked.

"No!" Pembroke replied sharply. "She has gone to the House on the Dunes and her brother has driven over to fetch her."

"Ah! pardon," exclaimed Monsieur de Boisdhyver; "I did not know... But it is cold for me, Monsieur Pembroke; I seek the fire."

Tom did not reply. The Marquis went inside, and presently Tom could see him standing at the window, the marine glass in his hands, sweeping the countryside.

Pembroke passed an anxious morning. Ten o'clock came; half-past; eleven struck. Nancy had not appeared, or was there a sign of Dan. Unable to be patient longer, he set out on the Port Road to meet his friend.