“We are not!” said Wessex, grimly.  “And what’s more, when I get to Scotland Yard, I have got to face the music.  First Mr. Harley goes, and now Nicol Brinn has disappeared!”

“It’s almost unbelievable!”

“I took him for a white man,” said the detective, earnestly.  “I accepted his parole for twenty-four hours.  The twenty-four hours expired about noon to-day, but since he played that trick on Stokes last night and went out of his chambers, he has vanished utterly.”

Innes stood up excitedly.

“Your ideas may be all wrong, Wessex!” he cried.  “Don’t you see that he may have gone the same way as the chief?”

“He was mightily anxious to get out, at any rate.”

“And you have no idea where he went?”

“Not the slightest.  Following his performance of last night, of course I was compelled to instal a man in the chambers, and this morning someone rang up from the house of Lord Wolverham; he is commanding officer of one of the Guards battalions, I believe.  It appears that Mr. Nicol Brinn not only locked up a representative of the Criminal Investigation Department, but also stole a Rolls Royce car from outside the Cavalry Club!”

“What!” cried Innes.  “Stole a car?”

“Stole Lord Wolverham’s car and calmly drove away in it.  We have failed to trace both car and man!” The detective inspector sighed wearily.  “Well, I suppose I must get along to the Yard.  Stokes has got the laugh on me this time.”

Wearing a very gloomy expression, the detective inspector proceeded on foot to New Scotland Yard, and being informed on his arrival upstairs that the Assistant Commissioner was expecting him, he entered the office of that great man.

The Assistant Commissioner, who had palpably seen military service, was a big man with very tired eyes, and a quiet, almost apologetic manner.

“Ah, Detective Inspector,” he said, as Wessex entered.  “I wanted to see you about this business of Mr. Nicol Brinn.”

“Yes, sir,” replied Wessex; “naturally.”

“Now,” the Assistant Commissioner turned wearily in his chair, and glanced up at his subordinate—­“your accepting the parole of a suspect, under the circumstances, was officially improper, but I am not blaming you—­I am not blaming you for a moment.  Mr. Nicol Brinn’s well-known reputation justified your behaviour.”  He laid one large hand firmly upon the table.  “Mr. Nicol Brinn’s absence alters the matter entirely.”

“I am well aware of it,” murmured the inspector.  “Although,” continued the Assistant Commissioner, “Mr. Brinn’s record leads me to believe that he will have some suitable explanation to offer, his behaviour, you will admit, is that of a guilty man?”

“It is, sir; it certainly is.”

“The Press, fortunately, has learned nothing of this unpleasant business, particularly unpleasant because it involves such well-known people.  You will see to it, Detective Inspector, that all publicity is avoided if possible.  Meanwhile, as a matter of ordinary departmental routine, you will circulate Mr. Brinn’s description through the usual channels, and—­” the Assistant Commissioner raised his eyebrows slightly.