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She doubted she would sleep anymore, her brain was too active, but as she lay back she realised that she was as alone as she had ever been in her life and she wondered if this, also, was part of the exercise – to be completely and utterly alone, in the night, in an unknown wood, beside an unknown river, and to see how you coped – nothing to do with scouting or ingenuity at all, just a way of throwing you back on yourself for a few hours. She lay there, imagining that the sky was beginning to lighten, that dawn was imminent, and she realised she had felt calm all night, had never felt fear – and thought that perhaps this was the real dividend of Sergeant Law's game.

Dawn came with surprising rapidity – she had no idea what the time was: her watch had been taken from her – but it seemed absurd not to be up and about as the world awoke around her, so she went to the river, urinated, and washed her face and hands, drank water, filled her water-bottle and ate her remaining cheese sandwich. She sat on the river bank, chewing, drinking, and again felt more like an animal – a human animal, a creature, a thing of instinct and reflex – than she had in her entire life. It was ridiculous, she knew: she had spent one night out in the open, a balmy night at that, well clothed and sufficiently fed: but for the first time in her two months at Lyne she felt grateful to the place and the curious induction she was being put through. She headed off downstream with a steady, measured, comfortable pace but in her heart she was experiencing both a kind of exhilaration and a liberation that she had never expected.

After about an hour she saw a metalled single-track road and climbed up from the river valley. Within ten minutes a farmer in a pony and trap offered her a lift to the main road to Selkirk. From there it was a two-mile walk to town and once in Selkirk she would know exactly how far away she was from Lyne.

A holidaying couple from Durham gave her a lift from Selkirk to Innerleithen and from there she took a local taxi the remaining few miles to Lyne. She ordered the taxi to stop half a mile from the gates and, paying off the driver, circled round the foot of the hill opposite the house so she could approach it from across the meadows, as if she'd just been out for a pre-prandial stroll.

As she approached the house she could see that Sergeant Law and the Laird were standing on the lawn, looking out for her as she came in. She opened the gate on the bridge over the small stream and strode up to meet them.

'Last home, Miss Dalton,' Law said. 'Well, done, all the same: you were the furthest away.'

'We didn't expect to see you come in round Cammlesmuir, though,' the Laird said, shrewdly, 'did we, Sergeant?'

'Aye, true, sir. But Miss Dalton is always full of surprises.'

She went into the dining room, where a cold lunch had been left out for her – some tinned ham and a potato salad. She poured herself a glass of water from a carafe and gulped it down, then gulped down another. She sat and ate, alone, forcing herself to eat slowly, not wolf her food, though she had a huge hunger on her. She was feeling intense pleasure – intense self-satisfaction. Kolia would have been pleased with her, she thought, and laughed to herself. She could not explain why, but she felt she had changed in some small but profound way.

Princes Street, Edinburgh, a mid-week morning in early July, a breezy cool day with big packed clouds rushing overhead, threatening rain. Shoppers, holiday-makers, Edinburgh folk going about their business, filled the pavements and bulked in shifting crowds at the crossing points and bus stops. Eva Delectorskaya walked down the sloping street from St Andrews Square and turned right on to Princes Street. She was walking quickly, purposefully, not glancing back, but her head was full of the knowledge that at least six people were following her: two ahead, she thought, doubling back, and four behind, and perhaps a seventh, a stray, picking up instructions from the others, just to confuse her.

She paused at certain shop windows, looking at the reflections, relying on her eye to spot something familiar, something already seen, searching for people covering their faces with hats and newspapers and guidebooks – but she could see nothing suspicious. Off again: she crossed the broad street to the Gardens side, darting between a tram and a brewer's dray, running between motor cars to the Scott Monument. She walked behind it, turned on her heel and, picking up speed now, strode briskly back in the opposite direction towards Calton Hill. On a whim she suddenly ducked into the North British Hotel, the doorman having no time to tip his cap to her. At reception she asked to be shown a room and was taken up to the fourth floor. She did not linger as she enquired about rates and where the bathroom was. Outside, she knew, all would be temporary consternation but one of them at least would have seen her go into the hotel. Word would be passed: within five minutes they would be watching every exit. 'Go out the door you came in' – Law always said – 'it'll be the slackest watched.' Good advice, except everyone following had heard it also.

Down in the lobby again, she took a red headscarf out of her bag and tied it on. She took her coat off and carried it over her arm. When a gaggle of people, heading for an omnibus parked outside, gathered by the revolving door, she joined them and slipped out in their group, asking a man, with as much animation as possible, where she could find the Royal Mile, then darted round the rear of their charabanc, recrossed Princes Street again and then sauntered slowly, dawdling westwards, pausing to look in shop windows, only to study reflections. There was a man in a green jacket she thought she had seen before on the other side of the street, keeping pace with her, turning his back from time to time to look up at the castle.

She ran into Jenners and up three floors. She moved through haberdashery towards the milliners' department. Green Jacket would have seen her: he would have told the others she was in the department store. She went into the ladies' lavatory and strode past the stalls down to the end. There was a staff entrance here that, in her experience, was never locked. She turned the handle – the door opened and she slipped through.

'I'm sorry, Miss, this is private.' Two shop assistants on their break sat on a bench, smoking.

'I'm looking for Jenny, Jenny Kinloch. I'm her sister: there's been a terrible accident.'

'We've no Jenny Kinloch here, Miss.'

'But I was told to go to the staff room.'

So she was led through corridors and back stairways smelling of linoleum and polish to the staff room. No Jenny Kinloch was to be had, so Eva said she had to make a telephone call, perhaps she'd got the details wrong, perhaps the shop was Binns, not Jenners, and she was directed with some impatience towards a telephone cabin. Inside she took off her headscarf and combed out her long hair. She turned her coat inside out and stepped out through the staff entrance and on to Rose Street. She knew she'd lost them. She had always lost them but this was the first time she'd beaten a six-man follow -