Joe related to his parents all the conversation he had with the officers at Fort Harker, and early the next morning he and his father rode through the settlement, warning the people to be on their guard. Only ten days afterward, when the family at Errolstrath were just going to sit down to supper, it was discovered that Kate was missing. Gertrude went up to her room, supposing she might be reading there, for she was a great devourer of books, but she did not find her. The boys hunted for her in all imaginable places on the ranche where they thought she might possibly be, but could not find her. When Joe and Rob returned from their fruitless quest, the family were too thoroughly frightened to think of eating. Mr. Thompson mounted his horse and started to make the rounds of the nearest neighbors to learn whether she was visiting any of them. He returned to the ranche long after dark, but brought no news of her whereabouts, and found every member of the family in tears, and his wife nearly crazy. He was told that Kate's pony had come home, riderless, to the corral while he was absent, and a small sumac bush to which his reins were tied, had been torn up by the roots and was dragging at his feet. None of them could conjecture where she could be. "My God!" exclaimed her mother, "if the Indians have captured her and carried her off, what shall we do?" "Something must be done at once," said Mr. Thompson. "Joe, get your pony quickly, and we will hurry to the fort to learn whether any Indians have been seen or heard of in this vicinity to-day. If so, we will get the commanding officer to send out a squad of soldiers immediately. You must go with them, Joe, and trail the savages if you can find any signs of them." Joe and his father rode as rapidly to Fort Harker as their animals could carry them; went to the commanding officer's private quarters, as the business offices were closed after night, and reported to him the terrible anguish which the family were suffering. They immediately adjourned to the Adjutant's office, and the commander sent his orderly for the officer of the day. When he made his appearance, he asked him whether any reports had been received concerning Indians being in the vicinity. He replied that no such report had been received by him, and it was his belief that none of the hostile savages were in the immediate country. At that moment, Buffalo Bill entered the room. He was chief of scouts at Fort Harker, and had just returned from some perilous mission to one of the military posts on the Arkansas, and was coming from the stable, to report to the Adjutant. He was told of the mysterious disappearance of Mr. Thompson's daughter Kate, and the opinion of the famous Indian fighter and courier was asked as to what he thought of the matter, as no Indians had been reported in the vicinity.