The Lady in Blue by Fred M. White

Kelso and Denver were waiting patiently at the corner of the avenue, and the former gave a sigh of relief when he recognised Audrey and saw her face, shining and happy, in the lamplight. Despite her assurance that she would run no risks, Kelso had been full of misgivings all the evening. He knew perfectly well that Audrey was thrusting her head into a den of scoundrels, and there was no knowing what the issue might be.

Now, at any rate, it looked as if she had emerged triumphant, and certainly success had crowned her efforts, for there was not only Audrey herself untouched, but the Princess Zaroff in the flesh as well.