Ten minutes later, the servants' entrance to the villa creaked open as Sophie slipped inside. Giselle, dressed in a simple, unremarkable outfit, quietly snuck out through the passage reserved for staff. She hailed a cab and made a beeline for the dance school.

By the time she arrived, the students—along with the girls—were in a complete panic.

Without a word, Giselle quickly changed into her practice gear and turned to them. “Start the livestream,” she ordered.

The ...