The train was late getting into Chicago that Monday night. Colonel Hathaway took Mary Louise and Alora to the Blackington, but the hotel was so crowded that the girls could not get adjoining rooms. However, they secured rooms just across the hall from one another and the Colonel's room was but two doors removed from that of his granddaughter, so the three were not greatly separated.  
"Never mind, dear," said Mary Louise, as she kissed her friend good night; "to-morrow we go aboard the yacht, and that will be our home for a long time."
 
"What time will you breakfast?" asked Alora.
 
"Well, we're up late, and Gran'pa Jim likes to sleep mornings. Can you fast until half-past eight, Alora?"
 
"Yes, indeed," with a laugh. "I'm used to somewhat early hours, so I shall probably be dressed by seven. But I'll find plenty to amuse me until you are up, and I'll knock on your door at eight-thirty."
 
But in the morning Alora failed to knock on Mary Louise's door, as she had promised. The Colonel was ready for breakfast, having enjoyed a good night's rest, and Mary Louise said to him:
 
"Alora probably slept later than she expected to. Shall I risk wakening her, Gran'pa Jim?"
 
"I think so," he replied. "She has slept long enough, for a young girl."
 
Mary Louise ran across the hall and knocked at the door of 216. She knocked again, for there was no answer. She did not dare call out, for fear of disturbing other guests of the hotel. The Colonel now came and rapped upon the panels, but without any better result.
 
"I think she must have left her room and is perhaps in the , or in the hotel lobby," he said.
 
A chambermaid was passing through the hall and overheard the remark.
 
"The party in 216 has been up a long time, sir," she asserted. "I found the door ajar at six o'clock, and so I went in and made up the room."
 
"Poor Alora!" exclaimed Mary Louise laughingly; "she was too excited to sleep, and, as you say, we shall probably find her somewhere about the hotel, enjoying the sights."
 
But they could not find the girl anywhere in the hotel. After a long and careful search for her, Colonel Hathaway left word at the desk that if his room or Mary Louise's room was called, to report that they would be found in the breakfast room.
 
The old gentleman was distinctly annoyed as they sat down to breakfast.
 
"The foolish girl is wandering about the streets, somewhere," he complained, "and it was unmannerly to leave the hotel without consulting me, since she is our guest and in my care."
 
Mary Louise's sweet face wore a troubled expression.
 
"It is not like Alora, Gran'pa Jim," she asserted in of her friend. "Usually I have found her quite considerate." Then, after a pause: "I—I hope nothing has happened to her."
 
"Don't worry," he replied. "She's a wide-awake girl and has a tongue in her head, so she can't get lost. Why, Mary Louise, Alora knows the city well, for she used to live in Chicago with her mother."
 
"Until she was eleven. That was four years ago. But I did not think of her getting lost. The , you know, are so thick——"
 
"Yes, dear; and there's the lake, and the railroad crossings, and the street cars; but the chances are against our little friend's being drowned or run over, especially so early in the day, when there isn't much traffic. Again I ask you not to worry."
 
But Mary Louise couldn't help worrying. They lingered over the breakfast, but Alora did not join them. Then they waited around the hotel until nearly noon, without receiving a word from her. Finally Colonel Hathaway, too, became nervous. He telephoned the central police station to inquire if a young girl of Alora's description had met with an accident. There was no record of such an accident, but in half an hour a detective came to the hotel and asked for the Colonel.
 
"Tell me all the particulars of the young lady's , please," he requested.
 
When he had received this information he said:
 
"Let us go to her room."
 
The key to No. 216 had not been turned in at the office, but was missing. With a pass-key they unlocked the door of Alora's room and found her suit case open, her toilet articles lying upon the dresser and her nightrobe folded ready for packing. Her hat was missing, however, and the little jacket she wore with her tailored suit.
 
The detective touched nothing but examined the room and its contents with professional care.
 
"Let us call the chambermaid who made up the room," he suggested.
 
The woman was easily found and when she appeared the detective asked:
 
"Did you fold this nightrobe, or did you find it already folded?"
 
"Why, it was lyin' careless-like over the foot of the bed," said she, "so I folded it up."
 
"Why didn't you hang it in the closet?"
 
"The clerk had notified me the room would be vacated to-day. So I knew that when the young lady came back she'd want to pack it in her grip."
 
"And at what time did you find the door ajar?"
 
"At six-ten, sir. I come on duty at six."
 
"You did not see Miss Jones?"
 
"No, sir—if that were the lady's name."
 
"You found no one prowling about the halls?"
 
"Didn't see a soul, sir."
 
"Thank you; that's all."
 
When she had gone the detective said to the Colonel in a tone:
 
"I wouldn't worry, sir, although I'll admit this prolonged absence of Miss Jones is puzzling. But perhaps she has gone to call on an old friend and will presently return and apologize. I remember her mother—a woman, sir—who used to live at the Voltaire. She had a lot of friends in Chicago, did Mrs. Antoinette Seaver Jones, so it's likely her daughter is looking some of them up."
 
"I wish you would do all you can to locate her," pleaded Colonel Hathaway. "The young girl was placed in my care by her father and I feel personally responsible for her safety."
 
"She's safe enough, sir. No sign of a struggle in her room; no report of an accident in the city. Went out of her own and will probably come back the same way, when she's ready. I'm going back to the office now, but I'll instruct our men to keep a good for Miss Jones. If we hear anything, I'll let you know at once. In the meantime, if the girl happens to turn up, you must telephone me of the fact."
 
He handed the Colonel his card and went away.
 
"This is dreadful, Gran'pa Jim!" exclaim Mary Louise. "That man can't help us a bit. What do you think we ought to do?"
 
"Why, we've done all in our power, already, it seems to me," he answered. "The police will keep a good lookout for Alora."
 
"I've no confidence in that detective."
 
"Why not, my dear? He seemed quite and gentlemanly."
 
"But he isn't especially interested. He didn't probe far enough into the case. He never asked why the key to Alora's door was missing, yet the maid found the door ajar—half open," said Mary Louise. "Would she take the key and leave the door open?"
 
"Why—no; that is strange, Mary Louise."
 
"The detective didn't inquire at the office whether the night clerk had seen Alora pass through and go out. But I inquired, Gran'pa, and the night clerk goes off duty at six o'clock, when the relief clerk comes on, but neither saw any girl at all leave the office. No one was in the hotel lobby, at that hour."
 
"That is strange, too! How could Alora get out, otherwise?"
 
"I can't guess. Gran'pa, I'm going to telegraph Josie O'Gorman, and ask her advice," said Mary Louise.
 
"Do. It's a good idea, Josie might put us on the right track," approved the Colonel.
 
So Mary Louise went to the telegraph office in the hotel lobby and sent the following message:
 
"Josie O'Gorman,
1225 F Street,
Washington D.C. 
"A girl friend has mysteriously disappeared from the Blackington, where we are stopping. What shall I do?
Mary Louise ."
 
Two hours later she received this answer:
 
"Miss Mary Louise Burrows,
Hotel Blackington, Chicago.
"Notify police at once. Keep cool. I'm coming.
Josie O'Gorman."
 
Mary Louise felt tremendously relieved when she read this. Josie was a girl of her own age, but she was the daughter of one of the most secret service men in the employ of the United States government, and John O'Gorman had trained Josie from babyhood in all the occult details of his artful profession. It was his ambition that some day this daughter would become a famous female detective, but he refused to allow her to assume professional duties until she had become to excel. He did not wish her to be ordinary, but extraordinary, and Josie's talents, so far, had seemed to his expectations. Mary Louise knew Josie very well and admired and loved her, for in her amateur way Josie had once helped to solve a stubborn mystery that threatened the happiness of both the old Colonel and his granddaughter, and through this experience the two girls had become friends. Josie O'Gorman was to Mary Louise, who knew she could rely on Josie's in this emergency but had scarcely expected her to come all the way from Washington to Chicago to render her personal assistance.
 
In appearance the young girl—who was some day to become a great detective—was not especially prepossessing. She was short of form and inclined to be stout—"chubby," she called herself. She had red hair, a face and a turned-up nose. But her eyes, round and blue and innocent in expression as those of a baby, dominated her features and to an extent their plainness.
 
Mary Louise hurried to the Colonel.
 
"Gran'pa Jim," she cried excitedly, "Josie is coming!"
 
"That is very good of her," replied the Colonel, highly pleased. "Josie is very resourceful and while she may not be able to trace Alora she will at least do all in her power, and perhaps her clever little brain will be able to the mystery of the girl's disappearance."
 
"She tells us to notify the police, but we did that at once. I don't know of anything else we can do, Gran'pa, until Josie comes."
 
Colonel Hathaway communicated with the police office several times that day and found the officials courteous but calm—prolific of assurances, but not especially concerned. This was but one of a number of cases that daily claimed their attention.
 
"I should hire a private detective, were not Josie coming," he told Mary Louise; "but of course it is possible we shall hear of Alora, directly or , before morning."
 
But they did not hear, and both passed a , wakeful, anxious night.
 
"There is no use in our consulting Alora'a father, for the present," remarked the old gentleman, next morning. "The news would only worry him. You remember how very particular he was in charging me to guard his daughter's safety."
 
"Yes, and I know why," replied Mary Louise. "Alora has told me that if she is lost, strayed or stolen for sixty days, her father might be relieved of his and lose the income he enjoys. Now, I wonder, Gran'pa Jim, if Alora has purposely lost herself, with intent, so as to get rid of her father, whom she ?"
 
The Colonel considered this thoughtfully.
 
"I think not," he . "The girl is and at times reckless, and doubtless she would like to be free from her father's guardianship; but I am sure she is too fond of you, and has too much respect for me, to run away from us without a word. Besides, she has no money."
 
"Really," said Mary Louise , "it is the strangest thing I ever knew."
 
Josie O'Gorman arrived at the hotel at six o'clock in the afternoon, having caught the fast train from Washington the evening before. She came in as unconcernedly as if she had lived at the hotel and merely been out to attend a matinee and greeted the Colonel with a bright smile and Mary Louise with a kiss.
 
"My, but I'm hungry!" were her first words. "I hope you haven't dined yet?"
 
"Oh, Josie," began Mary Louise, on the of tears, "this dreadful——"
 
"I know, dear; but we must eat. And let's not talk or think of the trouble till our stomachs are in a comfortable condition. Which way is the dining room?"
 
Neither the Colonel nor Mary had eaten much since Alora's disappearance, but they took Josie in to dinner, realizing it would be impossible to get her to talk seriously or to listen to them until she was quite ready to do so. And during the meal Josie away like a on all sorts of subjects except that which weighed most heavily on their minds, and the little thing was so bright and entertaining that they were encouraged to dine more than they otherwise would have done.
 
But , when they had to a that had now been given them, and which included a little sitting room, and after the Colonel had been ordered to light his cigar, which always composed his nerves, the O'Gorman girl suddenly turned serious and from the depths of an easy chair, with her hands clasped behind her red head, she said:
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