The search is getting more grim as time passes. Marybeth Elliott is convinced that Hilary Handy, who now lives in Memphis, is involved, and asks Nick to drive out. Nick agrees, and also offers to go to St. Louis to see Desi. He is then told that while the cops searched the mall the previous day, they made the mistake of visiting during the day and should have gone at night. Nick agrees to drive out to the mall that night. With nothing to do but wait until nightfall, Nick decides to follow up on Amy's second clue, which directs him to the town of Hannibal, Missouri. There, in the courthouse, he finds a note from Amy praising his wit as well as another clue.
That night, Nick goes to the abandoned mall with several volunteers and Amy's father. They confront the people living in the mall, who insist they don't know anything about Amy's disappearance. However, when Nick shows them her photo, they remember her: Amy came to the mall looking to buy a gun. This was months earlier, in February, and Amy hadn't given many details about why she wanted it, but had expressed that she was afraid of someone. Nick wonders who this person could have been, worrying that Amy may have had another stalker and recalling the strange fact that Noelle claimed to be Amy's close friend while he knew that Amy disliked the woman.
Nick shares this information with the detectives, who have also uncovered the story of Amy buying a gun. They say that they are pursuing a different lead, pointing out that Amy and Nick were heard arguing the night before she vanished. They ask again where he was prior to his arrival at the bar and what the argument was about; Nick can't help becoming frustrated and defensive. Back at the hotel, he calls Hilary Handy and she is defensive, and busy with her children, hanging up on him before he can ask any questions. Shawna Kelly tries flirting with him again, but he is brusque with her. Nick is also frustrated when Noelle continues to insist that she and Amy shared a close friendship.
Amy's third clue leads Nick to his father's house (now empty while his father lives in a retirement home). As he enters, he is surprised to find that the alarm code has been changed, and he has to call the security company to have it reset for him. Inside, another note gives him more praise, but the next clue does not hold any meaning for him.
Frustrated, he goes to his sister's house, where she comforts him. After Margo gos to bed, Nick gets a text telling him to open the door. He goes outside and finds Andie, his young mistress.
Nick's affair is a detail that has not been revealed to the reader up until this point. The two met when Nick taught a class she was enrolled in, and he became attracted to her because she showed him the warmth and attention Amy was not giving him. They have been having an affair for over a year.
Andie is upset by the news that Amy is missing, but more importantly, upset that she has not seen or heard from Nick for days. Nick tries to explain that it is very dangerous for them to see each other, since it would look incriminating if anyone knew they were having an affair. He makes her swear not to tell anyone about the affair. Nick manages to sneak Andie out of the house, but Margo wakes up and realizes what has happened.
Amy's diary documents her efforts to adjust to life in Missouri and be a good sport about the move. She spends a lot of time caring for Nick's mother, and tries to be friendly to everyone she meets. She describes how Nick is ungrateful and does not help with the caretaking, focusing selfishly on his own life. One day, Maureen takes Amy to donate blood, but she has a phobia of blood and needles, and faints. Although Maureen tries to call Nick, the event reveals that Nick is not where he says he is, and seems to be lying regularly to Amy.
Amy's past suggests that she has been the victim of a number of disturbed individuals. This creates an impression of vulnerability around her, and fosters worry in both the reader and Nick. Nick is becoming more conscious of both the need to perform the role of anxious husband in a way that will be recognized by the public, and the need to deflect suspicion away from himself by identifying other potential suspects. The police's reactions, however, suggest that they are not very interested in other suspects, which is a foreboding sign for Nick.
More and more secrets also emerge about Amy, confusing Nick. He has no idea why she would have wanted a gun, and the idea that she was close friends with Noelle seems ridiculous to him, since he knows that Amy disliked everyone in the town. Amy felt she was more intelligent and sophisticated than the other women in the town. Nick's confusion about his wife's behavior suggest either that he is lying, or that he genuinely paid no attention to his wife and did not care about her. For readers, Amy's diary seems to confirm the latter perspective. While Amy tries to stay cheerful and desperately wants to make her marriage work, Nick pushes her away. He is unsupportive and unkind, and there are hints that he might be cheating. Amy's commitment to trying to make the marriage work despite these challenges suggests that she is perhaps too naïve and trusting, which makes her seem more and more like a potential victim.
The discrepancy created between Nick and Amy's perspectives is greatly increased when the reader abruptly learns that Nick has been having an affair for more than a year. This fact seems to fit with the image of the man Amy has been describing in her diary, especially his lies. This knowledge suddenly casts a much more negative light on the marriage. Nick has revealed that it was certainly not happy, but he has not fully told the reader how bad things had become. The reader is left wondering whether, if Nick was unhappy enough to cheat, he might have been unhappy enough to harm Amy in some way.
Most importantly, the revelation that Nick has been having an affair makes it clear that he has only been telling parts of the truth, and has been acting as an unreliable narrator. The reader is no longer sure whether to trust him, and this casts doubt on whether Nick in fact might be involved in Amy's disappearance. Nick knows that for the sake of his credibility it is very important that he hide his affair, and this understanding shows that he is capable of lying and covering up his tracks, traits that are typically associated with criminal behavior.
Nick's justifications for why he fell for Andie also shed further light on his character. Andie is trusting, easy-going, and does not seem to be very intelligent. She accepts Nick for who he is, makes him feel good about himself, and does not criticize him. These are traits that Nick finds desirable, in contrast with Amy's rigorous and demanding behavior. At the same time, Nick knows that Andie is needy and emotional, and he has to manage her carefully.