From all sides there was a loud demand that the mystery must be cleared up, and the investigation was entrusted to me.

From the outset it was apparent that Madame Vatrotski had played fast and loose with her many admirers. She had not definitely refused either of the coronets offered her, nor the millions. I say her behavior was apparent, but I ought to say it was apparent to me, because many of those who knew her personally would not believe a word against her.

This was the case with Sir Charles Woodbridge, a very level-headed man as a rule, and also with Paul Renaud, the proprietor of the great dress emporium in Regent Street, an astute individual, not easily deceived by either man or woman.

Both these men were pleased to believe themselves the serious item in Madame Vatrotski's life, and Sir Charles in hot-headed fashion, and Renaud, in cold contempt, told me very plainly what they thought of me when I suggested that the lady might not be so innocently transparent as she seemed.

Up to a certain point it was comparatively easy to follow Madame's movements. After the performance on Monday evening she had gone to supper with Sir Charles at a smart restaurant, and many people had seen her there. His car had taken her back to her rooms, and he had arranged to fetch her next morning at half-past eleven and drive her down to Maidenhead for lunch.

When Sir Charles arrived at her rooms next morning he was told she had gone out and had left no message. He was annoyed, but he had to admit it was not the first time she had broken an appointment with him.

It transpired that she had gone out that morning soon after ten, and half-an-hour afterwards was at Reno's. Paul Renaud did not see her there and had no appointment with her.

She made some trivial purchases—a veil, some lace and gloves, which were sent to her rooms later in the day, and she left the shop about eleven. The door-porter was able to fix the time, and was quite sure the lady was Madame Vatrotski. She would not have a taxi, and walked away in the direction of Piccadilly Circus. Since then she had disappeared altogether.

A taxi-driver came forward to say he believed he had taken her to a restaurant in Soho, but after inquiry I came to the conclusion that the driver was mistaken.

She sent no message to the theater that night, she simply did not turn up. To appease the audience it was announced that she was suffering from sudden indisposition; but, as a fact, the management did not know what had become of her, and the maid at her rooms confessed absolute ignorance concerning her mistress's whereabouts. I have no doubt the maid would have lied to protect Madame, but on this occasion I think she was telling the truth.