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Caitlin was at the psychiatric hospital at which Dorian Gray consulted. She appeared and disappeared at will from a locked cell, even though she wasn't a patient. She would only reveal her name to Dorian, much to the surprise of Doctors Warlalo and Hawke. She told Dorian that she advised her friend Amelia Blythe to kill herself. She told Dorian to run. She knew that she was a figment of a dead girl's imagination. (AUDIO: Shades of Gray)