The Lady in Blue by Fred M. White

Clutton smiled with the air of a man who made up his mind to forgive his enemies. He had not the least desire to accompany his hostess and her capitalist friend on their little trip; indeed, on the contrary, he much preferred to stay away. The conversation had become more broken now, and the little group in the three chairs in the angle of the verandah were drifting from one topic to another, in the idle way that people do after they have lunched well and wisely. Gradually Clutton worked up to his opening, and, before the other two quite realised it, they were discussing the mystery which surrounded the death of the Grand Duke Oro.

"Can't make head or tail of it myself," Ecstein said, as he lay back in his chair smoking lazily. "Dashed funny rumours about it, too. They say that the disappearance of little Audrey Blair was connected with the murder in some way."