In spite of Mme. Estelle's declaration that he should see Lady Kathleen that night, and in spite of the conviction that Madame spoke the truth, Westerham, strange to say, had not expected to find her in the gaming-house.

As he entered the room of lights he had for a moment wondered for what reason he had been brought into such a place, but at the same time, by some swift mental process, he had decided that the mysterious gaming-house was but a step towards Lady Kathleen, and not the actual place in which he was to meet her.

For once his intuition had played him false and he was correspondingly taken aback. The deathly pallor, however, which had spread across Kathleen's face served to bring him to a swift realisation of the situation. It was imperative that there should be no scene; matters then would be doubly painful.

Westerham, therefore, instantly turned away and endeavoured to hide himself amid the odd jumble of men who stood round the table watching the play.

The chloroform still hung heavy in Westerham's brain, and at first he was quite unable to get any connected trend of thought. But presently his mental vision became clearer, and he was able to appreciate the extraordinary succession of events which had led up to this climax.

Melun he had not seen since the night of the atrocious murder at Walter's Hotel—and therefore he had been unable to extract from him any information of that villainous and apparently purposeless deed.

For what motive Melun might have in instigating such a crime, except it were to frighten him from his championship of Lady Kathleen, Westerham could not say. Then had followed his extraordinary adventure in the hansom cab and Madame's enigmatic utterances when he recovered his senses in the morning.

And if the motive of the murder were obscure, the motive which induced Melun and his accomplices to change his clothes while drugged was doubly hidden.

What, moreover, could be the motive in bringing him to behold Lady Kathleen in this gaming-house?

This last problem troubled him more than the others, and he gave himself up to considering it as he crouched down seeking to hide himself in the midst of the motley crowd which swayed and jostled round the tables.

Even as he debated this question with himself he took note of the men who hemmed the table in. Every type of face presented itself—the fleshy cheeks of middle-aged Jews, of pale clerks and salesmen, prosperous-looking men who might have been commercial travellers, and here and there a more refined-looking man in evening-dress.

A few were still playing, but the majority were watching the play of Lady Kathleen, and it dawned on Westerham that she was waging a losing fight with the bank.

Her face and figure were in extraordinary contrast to her surroundings. She was, besides, the only woman in the room.

Draped in a long opera cloak from which her bare arms were thrust, she sat forward eagerly in her chair, her lips trembling, her eyes bright as stars.

On either side of her sat a sturdy and rather roughly-dressed man, who took no part in the play. Westerham imagined that they were employees of Melun, stationed there for the purpose of ensuring Lady Kathleen against any molestation or insult.

Such a protection was entirely unnecessary, for every man in the room appeared to feel that he was in the presence of one who not only had the right, but the power, to command respect. In spite of her incongruous surroundings, and in spite of her extraordinary occupation of the moment, the coarse faces by which she was surrounded surveyed her with a certain marked and almost sheepish deference.

As the game went on and the croupier monotonously raked in the winnings of the bank, Westerham suddenly divined the motive which had induced Melun to send him there to watch Lady Kathleen play.

He did not know why she played, nor what the real stake might be, but one thing was obvious—that after he entered the room and she had caught sight of his face her luck suddenly changed. She had been greatly alarmed and distressed; so disconcerted, indeed, that for a few minutes she apparently lost all track of the successful theory which she had been following. And Westerham knew well enough that if a good player once becomes unnerved, his luck, for some strange reason, will change with his mood, and no efforts, however bold or desperate, will avail him anything.

It amazed Westerham beyond measure that Lady Kathleen could play such a game with so consummate a skill and so much evidence of experience. He judged that her father at some time or other had let her have a little fling at Monte Carlo, and that profiting by such knowledge as she had acquired there she had now been playing an inspired game for some incalculable stake.

Westerham imagined, too, that it had probably been Melun's brutal fancy to drag the girl there on the promise that if she won against the bank he would release her father from his torment; no other theory was possible.

And it made his heart grow cold with rage as he appreciated the fiendish cleverness with which Melun had engineered his entrance at a critical moment. Westerham had been made the innocent instrument of utter disaster to Kathleen.

So convinced did he become of this fact that he shouldered his way through the crowd, and leaning over Lady Kathleen's chair, whispered into her ear: “Don't be alarmed. I see you have been greatly upset. Please allow me to assist you.”

The man at her right hand scowled angrily, but Westerham turned to him with an urbane smile. “As you do not seem to be playing,” he said, “perhaps you will allow me to have your chair?”

Nor had the man any option but to vacate his seat.

Westerham's spirits rose as for the first time in his life he found himself seated by Kathleen's side, playing on her behalf, to win a desperate game.

But the girl's inspiration was gone, and even his skill at this form of gambling availed him nothing. Time after time they lost until practically nothing remained of the great pile of money which had been stacked on the table before Lady Kathleen when he had entered the room.

The girl watched the money dwindle with terrified eyes, her face growing paler and paler until it was ashy white.

Westerham sought to console her. “Don't despair,” he whispered. “I think I have enough with me to see us through.”

When he had at first sat down to assist her she had stared at him with considerable astonishment. Now she appeared utterly confused.

“I don't understand,” she said in a low voice. “You have certainly done your best to help me, but I cannot see why you wish me to win.”

Westerham turned and looked her full in the eyes. “How long will it be?” he asked in a low voice, “before you come to trust me?”

He put his hand into his breast-pocket to take out the notes which he had assured himself had not been removed while he lay insensible at Mme. Estelle's.

The notes were gone.

It was impossible for him to help uttering an exclamation which drew Kathleen's attention to him.

“I have been robbed,” he said.

With a little sob Lady Kathleen rose from the table and steadied herself with her hands on the back of her chair.

At the same moment the door by which Westerham had entered opened again, and there came in two gentlemen in evening-dress. A third man followed close behind them, and a rush of angry blood crept up the back of Westerham's neck as he recognised Melun.

The room was quite hushed. The men about the table had been awed by the vast sum of money which the mysterious lady had staked and lost.

As she moved a step forward as though to go they drew aside to give her free passage, so that now she found herself face to face with the men who had just entered.

Looking over Lady Kathleen's head, Westerham saw the two men glance quickly at each other, their faces a complete study in well-bred astonishment. They bowed to Lady Kathleen, but said nothing. It was Melun who brushed by them and spoke first.

“This is a most unfortunate meeting,” he said to Lady Kathleen, “and as a friend of your father I would suggest that nothing should be discussed here.”

“What do you mean?” stammered Kathleen.

“Nothing, nothing!” said Melun, hastily, “except that this is no fit place for you to remain in. Allow me to show you the way out at once.”

Westerham thrust himself between Kathleen and the two men who had entered with Melun, and spoke to him in a low, fierce voice that could not be heard by the girl, but was perfectly audible to the others.

“I agree with you, you miserable hypocrite,” he said, “she will leave this place at once.”

Melun waved his hand at him blandly. “Quite so,” he said, “quite so. We will have a little talk outside, but there is no reason why we should distress these gentlemen.”

“On the contrary,” returned Westerham, “there is every reason. Gentlemen,” he said, stepping up to the strangers, “I can see that you are well acquainted with this lady, who unfortunately came here without my knowledge, but whom I now regard as under my protection. The situation is, of course, extraordinary, and requires some explanation. If you will be so good, I shall be glad of your company for a few moments.”

Without more ado he pushed the baize-covered door open and first bowed Lady Kathleen out. Melun followed, nervous and ill at ease. He had not looked for so much determination on the part of Westerham.

The two men in evening-dress glanced at each other again, and then passed out before Westerham as he held the door open for them.

When the little party was grouped in the dimly-lit passage Westerham went over to Kathleen and touched her lightly on the arm.

“Lady Kathleen,” he said, in a formal voice, “you will greatly oblige me by stepping to the other end of the passage. I have something to say to these gentlemen.”

Making a little inclination with her head, Lady Kathleen walked slowly away from them, leaving Westerham to confront Melun. And Westerham by no means minced matters.

“Of you,” he said in a voice full of scorn, “I will demand an explanation by-and-by. Your motive in dragging Lady Kathleen here is sufficiently obvious to me, but is probably not understood by these gentlemen, whom you have carefully brought to witness her humiliation.”

Melun would have protested but Westerham cut him short.

Westerham took out his card-case and offered a card to one of the men in evening-dress.

“My name,” he said, with a rather bitter little smile, “will probably convey nothing to you. If, however, you wish to know on what authority I speak, kindly communicate with Lord Dunton, whom you doubtless know. He will assure you that I am entirely to be trusted, and that the favour I am about to ask of you is fully justified.

“For purposes of his own, this individual”—he indicated Melun—“has brought Lady Kathleen here for apparently no other reason in the world than that her good name may be connected with a most unpleasant scandal. Believe me or not as you please, I can only assure you that Lady Kathleen was brought here against her will. Unpleasant though these surroundings may be, they are unfortunately connected—intimately connected—with Lord Penshurst's affairs. I ask you on his behalf, and on that of his daughter, to give me your word that what you have seen shall go no further.”

The elder man looked at Westerham shrewdly and made a little bow. He liked the honesty of his face and the complete contempt with which he treated Melun.

“I give you my word of honour,” he said, “and I make myself chargeable for my friend as well, that until we hear from you further on this matter we will make no mention of it at all.”

Having said this, he made a little bow and drew away, as though to end an awkward situation. The younger man bowed and did the same.

Westerham thereupon walked to the end of the passage, where Lady Kathleen waited for him, Melun following hard upon his footsteps.

“Pardon me,” said Westerham, facing about once more, “but your assistance is not required. You will be kind enough to call on me at Walter's to-morrow morning, when I shall ask you for an explanation of many things. Till then I have no further need of you.”

Lady Kathleen listened to this curt speech of Westerham's in an indifferent way, as though all her senses were partially numbed. Still she gave him a quick little look that was not only a glance of gratitude, but a look of inquiry. Plainly she herself was puzzled by the attitude Westerham adopted towards the captain.

However, she said nothing at all, nor did she attempt to break the silence till the cab in which Westerham drove her back to Downing Street was drawing close to Whitehall.

Then, as she appeared to speak with a great effort, turning her face towards Westerham and peering at him as though endeavouring to read his thoughts, she thanked him for his intervention.

“Mr. Robinson,” she said, “I am profoundly grateful for all that you have done, though I confess I cannot understand it at all. If you speak to Melun in that way you must be his master, and if you are his master it may in reality have been you who dragged me to that place to-night to pit my poor little skill against Melun's bank for the sake of my father's honour.”

“Heaven forbid that I should do such a thing,” cried Westerham, fervently, “and Heaven forbid that you should believe me capable of any such villainy! I suspected that you had been drawn there on some such pretext, but I assure you that I knew nothing of it. It is impossible for me to explain now what has happened since I saw you last. I can only tell you that I have been almost as badly treated as yourself.”

As he spoke Lady Kathleen drew away from him with a slight shudder, as though some recollection had suddenly come back to her.

“The murder,” she asked, “what of that? I am told that it happened in your room?”

“I am innocent of it in every way,” said Westerham, earnestly. “Indeed, I have not yet discovered the motive of such a dastardly act. I can, however, make a guess, and the guess fills me with apprehension just as much for my safety as for yours.

“Why will you not relent,” he cried, “and make a confidant of me? Believe me that it is within my power to help you, and that I will gladly serve you in any way that you choose to dictate.”

Kathleen gave a little sob. “Oh!” she exclaimed, “don't distress me any further. It is not my secret but my father's—besides, I am not sure that you do not know.”

Westerham thrust up the trap and ordered the cabman to stop.

When he had stepped out he turned back and leant towards Kathleen. “You do me a great wrong,” he said. “But believe me, you cannot possibly fight for ever against my determination to serve you. I am told that the crisis is approaching.”

He had no notion what the words meant, but he desired to watch their effect, and again he saw Lady Kathleen's face blanch.

She stretched out both her hands as though to ward off a blow.

“How near is it?” she asked in a faint voice.

“Heaven knows,” answered Westerham, “and it is quite impossible for me to help you unless you will tell me everything. When you need me, send for me at Walter's Hotel.”

Again Kathleen shuddered, and the cab drove on, leaving Westerham standing alone on the pavement lost in sorrowful thought.

At Walter's he was received most ungraciously. He had not been back there since the night of the murder, and his absence had caused great distrust. Though Inspector Rookley had informed the manager that no suspicion attached to his guest, Mr. Robinson, his words hardly coincided with the presence of the younger detective, who, having taken a room there, never left the premises.

Immediately on Westerham's return he communicated with his chief, and in half an hour Rookley came round from Scotland Yard.

He sent his name up to Westerham and Westerham judged it as well to see the man at once. The inspector came up to the little sitting-room looking grave and anxious. He also seemed a trifle nervous at broaching the subject of Westerham's absence.

“Really, you know, Mr. Robinson,” he said, “you are hardly going the way to give us any confidence in you. Of course, I know that you have great influence at your back, but what the Prime Minister may care to do does not altogether affect us. It is quite possible that some of those who occupy high places may be mistaken, and it is as much for Lord Penshurst's protection as for our own that we are compelled to keep you ‘under observation.’

“You have escaped once, but you may not escape so easily a second time, and I must warn you that these disappearances of yours have to be notified to the Commissioner himself. He is very much alarmed at the whole course of events, and is determined to take action in spite of Lord Penshurst's protestations.”

“That seems to me,” said Westerham, “an unwise thing to do.”

The detective grew a trifle alarmed. What he had said was only partially true, and he felt that he had gone too far.

“Don't misunderstand me,” he said. “Of course, within reason, we are bound to respect Lord Penshurst's wishes, but Scotland Yard is not a political association; it is a police force, and if we find crime being introduced into politics it is certainly our business to inquire into the matter.”

“Do I understand you to suggest that Lord Penshurst would dabble in crime?” asked Westerham.

The detective threw up his hands in horror.

“Certainly not!” he said vehemently. “Certainly not! It is you we still suspect, not Lord Penshurst. Good gracious! Certainly not!”

“You suspect me, I presume, to such an extent,” replied Westerham, “that if I left this hotel I am pretty sure to be followed. Well, follow me,” he added with a laugh, “and catch me if you can.”

And taking up his hat he walked out.

He was perfectly right in his suspicions, and as he moved down the Strand and looked into the shop windows he was conscious that a bulky man dogged his footsteps. The pursuit, however, rather sharpened Westerham's wits than otherwise, and raised his spirits rather than depressed them. It served to take his thoughts from the grim business which was beginning to weigh him down.

Westerham's notions of evading capture were somewhat immature, as it was a new experience for him to find the police constantly upon his track. Very little ingenuity, however, sufficed to rid him, at least for a time, of his pursuers.

He strolled along Piccadilly and up the Burlington Arcade.

He entered Truefit's, where he made a small and totally unnecessary purchase.

By this move he knew that he placed the detective who followed him in an awkward position.

He was conscious that the man's face was pressed against the glass in an endeavour to keep him in sight. He did not enter the shop from the very obvious fear of becoming too obtrusive.

Westerham sauntered down the shop, and then, before the detective had any chance of making even an attempt at pursuit, he slipped out into Bond Street and clambered on to a passing omnibus.

As the heavy vehicle lumbered past the clubs in Piccadilly, Westerham took a long breath of relief, and startled the other passengers by laughing aloud. He went on to Victoria, where he made several purchases, including a second-hand kit-bag.

Armed with this, he walked boldly into the Buckingham Palace Hotel and there booked a room.

Immediately after this he wrote a note to Lord Dunton, asking him to call at once, for he was anxious that he should be warned in time of the visit the two men he had met at the gaming-house the night before would surely pay him.

Little by little Westerham had begun to confide in Dunton. For in spite of that youthful nobleman's apparent flightiness he was, as a matter of fact, discretion itself and a very tomb for secrets.

To his dismay, however, the messenger-boy whom he had dispatched with the note returned with word that Lord Dunton had a couple of days before run over to Paris, and that he was not expected back till the following afternoon.

This landed Westerham in a particularly awkward predicament. It was imperative that he should see Melun as soon as possible, if only for the purpose of threatening to give him into charge for murder. It was only, too, from Melun that he was likely to hear any news of Lady Kathleen until Dunton returned to help him out of his difficulty.

On the other hand, should he send for Melun, Melun was shrewd enough to warn the police at once of Westerham's whereabouts. And this, as his complete freedom of movement might become absolutely necessary, Westerham could not afford to risk.

Twenty-four hours, then, he remained in the hotel, chafing against the delay, and pacing the floor of his room hour by hour in a vain endeavour to unravel the tangled skein of mystery in which he was enmeshed.

On the following day, as Dunton had not arrived by four o'clock, Westerham sent round to his rooms again, only to receive the heart-breaking news that Dunton was still absent. He despatched a further and yet more urgent message to Dunton's rooms, and sat down to wait again.

It was half-past seven when Dunton leisurely descended from a hansom and strolled up the steps of the hotel.

Westerham almost rushed forward to meet him, and grasping him by the arm dragged him into the smoking-room.

There he made as complete a statement as he dared of all that had happened in the past two days; and Lord Dunton opened his innocent-looking blue eyes very wide indeed.

“By Jove,” he said from time to time.

“I should not tell you all this,” Westerham concluded, “unless I were absolutely certain that I could trust you.

“I have no idea who the men were that I saw at the Faro Club, but I don't suppose that it will be long before they call.”

“I fancy that they have called already,” said Dunton. “When I got back this afternoon I found that cards had been left by Lord Cuckfield and a chap by the name of Mendip. My man said that they came together, so I presume they are the Johnnies you mean. And I won't let the grass grow under my feet. I'll look them up to-night and tell them that they have got to keep their mouths shut and to take you on trust.

“By the way,” added Dunton, “this business seems to grow ‘curiouser and curiouser’ as Alice would say. I should have been back before but some unaccountable inclination made me break my journey at Rouen. I was there this afternoon, and who should I see but the heroine of all this mystery.”

“What!” shouted Westerham, utterly shaken out of himself, “not Lady Kathleen?”

“Lady Kathleen herself,” answered Dunton.

“Good God!” cried Westerham. “The crisis must be at hand indeed. She has been lured over there to her death.”

Dunton dropped his eyeglass and stared at his friend in amazement. Westerham was almost beside himself with anxiety and rage.

“Don't sit staring there like a gibbering idiot,” he almost yelled, “but give me some money. Quick! They have taken my notes, and I have practically spent all my loose cash on the things I need here.”

Dunton began to fumble in his pockets. “You cannot expect a fellow to have much about him when he has just come back from Paris,” he grumbled. “Still, I think I can dig up twenty pounds or so.”

Westerham stood over him. “Come along! Come along!” he urged. “Every penny you have got.”

With a queer smile Dunton emptied his pockets and poured the contents into Westerham's palms.

“All right! All right!” he said. “Don't be in such a hurry. It's most disturbing.”

“You fool!” cried Westerham again. “Don't you understand that I have only ten minutes in which to catch the boat-train?”

And without another word he bolted out of the room.