Lady Delphine wasn't a stranger to the Masked Auction, not in the slightest. She frequented the auction, and she was known as a regular customer. She attended more for personal reasons than anything else, so it was no surprise that she was also at the Masked Auction the night Rose was to be sold off.
Lady Delphine had let out an audible gasp when she saw Rose come out of the floor in that cage. At first, she didn't believe her eyes and told herself over and over again that it was just a lookalike. However, the Masked Host's confirmation was all she needed. It was Rose.
She couldn't figure out how she would have gotten here. She didn't even hear anything about her being away from the castle. Still, to end up at the Masked Auction was very bizarre.