The episode of the cab of the sleeping horse was leading on to--what?

Three men in the Collingwood knew of the occurrence, yet no one had come
in or gone out, and no one had telephoned. Moreover, they also knew of
Harleston's part in the matter. The girl had not lied, he was sure;
therefore they must have gained entrance from the outside; and,
possibly, were now hiding in the Chartrand apartment--if the telephone
message to No. 401 had to do with the occupant of the deserted cab and
the lost letter. Yet how to connect things? And why bother to connect
them?

He did not care for the vanished lady of the cab--he had the letter and
the photograph; and because of them he was to have a talk with an
interesting young woman at five o'clock that afternoon. The cipher
letter, which was the much desired quantity, was safely across the hall,
waiting to be turned over to Carpenter, the expert of the State
Department, for translation. Meanwhile, what concerned Harleston was the
photograph of Madeline Spencer and her connection with the case--and to
know if the United States was concerned in the affair.

At this point he turned over and calmly went to sleep. Tomorrow was
another day.

He was aroused by a vigorous pounding on the corridor door. It was
seven-thirty o'clock. He yawned and responded to the summons--which grew
more insistent with every pound.

It was Stuart--the envelope and the flowers in his hand.

"Scarcely heard your gentle tap," Harleston remarked. "Why don't you