'I'M CONFUSED,' I SAID AS WE STUMBLED along in the dark tunnels. 'Are we still prisoners?'

Lu glanced at me, then at Meg. 'Dense for a god, isn't he?'

'You have no idea,' Meg grumbled.

'Do you work for Nero or not?' I demanded. 'And how exactly ...?'

I wagged my finger from Lu to Meg, silently asking, How do you know each other? Or perhaps, Are you related since you're equally annoying?

Then I caught the glint of their matching gold rings, one on each of their middle fingers. I remembered the way Lu and Meg had fought, their four blades slicing and stabbing in perfect synchronization. The obvious truth smacked me in the face.

'You trained Meg,' I realized. 'To be a dimachaerus.'

'And she's kept her skills sharp.' Lu elbowed Meg affectionately. 'I'm pleased, Sapling.'

I had never seen Meg look so proud about anything

She tackled her old trainer in a hug. 'I knew you weren't bad.'

'Hmm.' Lu didn't seem to know what to do with the hug. She patted Meg on the shoulder. 'I'm plenty bad, Sapling. But I'm not going to let Nero torture you any more. Let's keep moving.'

Torture. Yes, that was the word.

I wondered how Meg could trust this woman. She'd killed the amphisbaena without batting an eye. I had no doubt she would do the same to me if she felt it necessary.

Worse: Nero paid her salary. Whether Lu had saved us from capture or not, she'd trained Meg, which meant she must have stood by for years while Nero tormented my young friend emotionally and mentally. Lu had been part of the problem – part of Meg's indoctrination into the emperor's twisted family. I worried that Meg was slipping into her old patterns. Perhaps Nero had figured out a way to manipulate her indirectly through this former teacher she admired.

On the other hand, I wasn't sure how to broach that subject. We were trekking through a maze of subwaymaintenance tunnels with only Lu as our guide. She had a lot more weapons than I did. Also, Meg was my master. She'd told me we were going to follow Lu, so that's what we did.

We continued our march, Meg and Lu trudging side by side, me straggling behind. I'd like to tell you I was 'guarding their six', or performing some other important task, but I think Meg had just forgotten about me.

Overhead, steel-caged work lights cast prison-bar shadows across the brick walls. Mud and slime coated the floor, exuding a smell like the old casks of 'wine' Dionysus insisted on keeping in his cellar, despite the fact that they had long ago turned to vinegar. At least Meg's sneakers would no longer smell like horse poop. They would now be coated with new and different toxic waste.

After stumbling along for another million miles, I ventured to ask, 'Miss Lu, where are we going?' I was startled by the volume of my own voice echoing through the dark.

'Away from the search grid,' she said, as if this were obvious. 'Nero has tapped most of the closed-circuit cameras in Manhattan. We need to get off his radar.'

It was a bit jarring to hear a Gaulish warrior talking about radar and cameras.

I wondered again how Lu had come into Nero's service.

As much as I hated to admit it, the emperors of the Triumvirate were basically minor gods. They were picky about which followers they allowed to spend eternity with them. The Germani made sense. Dense and cruel as they might be, the imperial bodyguards were fiercely loyal. But why a Gaul? Luguselwa must have been valuable to Nero for reasons beyond her sword skills. I didn't trust that such a warrior would turn on her master after two millennia.

My suspicions must have radiated from me like heat from an oven. Lu glanced back and noted my frown. 'Apollo, if I wanted you dead, you would already be dead.'

True , I thought, but Lu could have added, If I wanted to trick you into following me so I could deliver you alive to Nero, this is exactly what I'd be doing.

Lu quickened her pace. Meg scowled at me like, Be nice to my Gaul , then she hurried to catch up.

I lost track of time. The adrenalin spike from the train fight faded, leaving me weary and sore. Sure, I was still running for my life, but I'd spent most of the last six months running for my life. I couldn't maintain a productive state of panic indefinitely. Tunnel goo soaked into my socks. My shoes felt like squishy clay pots.

For a while, I was impressed by how well Lu knew the tunnels. She forged ahead, taking us down one turn after another. Then, when she hesitated at a junction a bit too long, I realized the truth.

'You don't know where we're going,' I said.

She scowled. 'I told you. Away from the –'

'Search grid. Cameras. Yes. But where are we going ?'

'Somewhere. Anywhere safe.'

I laughed. I surprised myself by actually feeling relieved . If Lu was this clueless about our destination, then I felt safer trusting her. She had no grand plan. We were lost. What a relief!

Lu did not seem to appreciate my sense of humour.

'Excuse me if I had to improvise,' she grumbled. 'You're fortunate I found you on that train rather than one of the emperor's other search parties. Otherwise you'd be in Nero's holding cell right now.'

Meg gave me another scowl. 'Yeah, Lester. Besides, it's fine.'

She pointed to an old section of Greek-key-design tile along the left-hand corridor, perhaps left over from an abandoned subway line. 'I recognize that. There should be an exit up ahead.'

I wanted to ask how she could possibly know this. Then I remembered Meg had spent a great deal of her childhood roaming dark alleys, derelict buildings and other strange and unusual places in Manhattan with Nero's blessing – the evil imperial version of free-range parenting.

I could imagine a younger Meg exploring these tunnels, doing cartwheels in the muck and growing mushrooms in forgotten locations.

We followed her for ... I don't know, six or seven miles? That's what it felt like, at least. Once, we stopped abruptly when a deep and distant BOOM echoed through the corridor.

'Train?' I asked nervously, though we'd left the tracks behind long ago.

Lu tilted her head. 'No. That was thunder.'

I didn't see how that could be. When we'd entered the tunnel in New Jersey, there'd been no sign of rain. I didn't like the idea of sudden thunderstorms so close to the Empire State Building – entrance to Mount Olympus, home of Zeus, aka Big Daddy Lightning Bolt.

Undeterred, Meg forged ahead.

Finally, our tunnel dead-ended at a metal ladder. Overhead was a loose manhole cover, light and water spilling from one edge like a weeping crescent moon.

'I remember this opens to an alleyway,' Meg announced. 'No cameras – at least there weren't any last time I was here.'

Lu grunted as if to say, Good work , or maybe just, This is going to suck.

The Gaul ascended first. Moments later, the three of us stood in a storm-lashed alley between two apartment buildings. Lightning forked overhead, lacing the dark clouds with gold. Rain needled my face and poked me in the eyes.

Where had this tempest come from? Was it a welcomehome present from my father, or a warning? Or maybe it was just a regular summer storm. Sadly, my time as Lester had taught me that not every meteorological event was about me.

Thunder rattled the windows on either side of us. Judging from the yellow-brick facades of the buildings, I guessed we were on the Upper East Side somewhere, though that seemed an impossibly long underground walk from Penn Station. At the end of the alley, taxis zipped down a busy street: Park Avenue? Lexington?

I hugged my arms. My teeth chattered. My quiver was starting to fill with water, the strap getting heavier across my shoulder. I turned to Lu and Meg. 'I don't suppose either of you has a magic item that stops rain?'

From her belt of infinite weapons, Lu pulled something that I'd assumed was a police baton. She clicked a button on the side and it blossomed into an umbrella. Naturally, it was just big enough for Lu and Meg.

I sighed. 'I walked right into that, didn't I?'

'Yep,' Meg agreed.

I pulled my backpack over my head, which effectively stopped 0.003 percent of the rain from hitting my face. My clothes were plastered to my skin. My heart slowed and sped up at random, as if it couldn't decide whether to be exhausted or terrified.

'What now?' I asked.

'We find someplace to regroup,' said Lu.

I eyed the nearest dumpster. 'With all the real estate Nero controls in Manhattan, you don't have one secret base we could use?'

Lu's laugh was the only dry thing in that alley. 'I told you, Nero monitors all public security cameras in New York. How closely do you think he monitors his own properties? You want to risk it?'

I hated that she had a point.

I wanted to trust Luguselwa, because Meg trusted her. I recognized that Lu had saved us on the train. Also, the amphisbaena's last line of prophecy tumbled around in my head: On Nero's own your lives do now depend .

That could refer to Lu, which meant she might be trustworthy.

On the other hand, Lu had killed the amphisbaena. For all I knew, if he had lived a few more minutes, he might have spouted another bit of iambic pentameter: Not Lu. Not Lu. Don't ever trust the Gaul.

'So if you're on our side,' I said, 'why all the pretending on the train? Why kill that amphisbaena? Why the charade about escorting us to the bathroom?'

Lu grunted. 'First of all, I'm on Meg's side. Don't much care about you.'

Meg smirked. 'That's a good point.'

'As for the monster ...' Lu shrugged. 'It was a monster. It'll regenerate in Tartarus eventually. No great loss.'

I suspected Mr Snake's wife might disagree with that. Then again, not too long ago, I had regarded demigods in much the same way that Lu regarded the amphisbaena.

'As for the play-acting,' she said, 'if I'd turned on my comrades, I ran the risk of you two getting killed, me getting killed or one of my men escaping and reporting back to Nero. I would have been outed as a traitor.'

'But they all got away,' I protested. 'They'll all report back to Nero and ... Oh. They'll tell Nero –'

'That the last time they saw me,' Lu said, 'I was fighting like crazy, trying to stop you from escaping.'

Meg detached herself from Lu's side, her eyes widening. 'But Nero will think you're dead! You can stay with us!'

Lu gave her a rueful smile. 'No, Sapling. I'll have to go back soon. If we're lucky, Nero will believe I'm still on his side.'

'But why ?' Meg demanded. 'You can't go back!'

'It's the only way,' Lu said. 'I had to make sure you didn't get caught coming into the city. Now ... I need time to explain to you what's going on ... what Nero is planning.'

I didn't like the hesitation in her voice. Whatever Nero was planning, it had shaken Lu badly.

'Besides,' she continued, 'if you're going to stand any chance of beating him, you'll need someone on the inside. It's important that Nero think I tried to stop you, failed, then returned to him with my tail between my legs.'

'But ...' My brain was too waterlogged to form any more questions. 'Never mind. You can explain when we get somewhere dry. Speaking of which –'

'I've got an idea,' Meg said.

She jogged to the corner of the alley. Lu and I sloshed along behind her. The signs on the nearest corner informed us that we were at Lexington and Seventy-Fifth.

Meg grinned. 'See?'

'See what?' I said. 'What are you ...?'

Her meaning hit me like an Amtrak quiet car. 'Oh, no,' I said. 'No, they've done enough for us. I won't put them in any more danger, especially if Nero is after us.'

'But last time you were totally fine with –'

'Meg, no!'

Lu looked back and forth between us. 'What are you talking about?'

I wanted to stick my head in my backpack and scream. Six months ago, I'd had no qualms about hitting up an old friend who lived a few blocks from here. But now ... after all the trouble and heartbreak I'd brought to every place that had harboured me ... No. I could not do that again.

'How about this?' I drew the Arrow of Dodona from my quiver. 'We'll ask my prophetic friend. Surely it has a better idea – perhaps access to last-minute hotel deals!'

I lifted the projectile in my trembling fingers. 'O great Arrow of Dodona –'

'Is he talking to that arrow?' Lu asked Meg.

'He talks to inanimate objects,' Meg told her. 'Humour him.'

'We need your advice!' I said, suppressing the urge to kick Meg in the shin. 'Where should we go for shelter?'

The arrow's voice buzzed in my brain: DIDST THOU CALLEST ME THY FRIEND? It sounded pleased.

'Uh, yes.' I gave my companions a thumbs-up. 'We need a place to hide out and regroup – somewhere nearby, but away from Nero's surveillance cameras and whatnot.'

THE EMPEROR'S WHATNOT IS FORMIDABLE INDEED, the arrow agreed. BUT THOU ALREADY KNOWEST THE ANSWER TO THY QUESTION, O LESTER. SEEKEST THOU THE PLACE OF THE SEVEN-LAYER DIP.

With that, the projectile fell silent.

I groaned in misery. The arrow's message was perfectly clear. Oh, for the yummy seven-layer dip of our hostess! Oh, for the comfort of that cosy apartment! But it wasn't right. I couldn't ...

'What did it say?' Meg demanded.

I tried to think of an alternative, but I was so tired I couldn't even lie.

'Fine,' I said. 'We go to Percy Jackson's place.'