But she had caught herself in time.

This whole affair was Larry's affair, and the truth belonged to him to be used as he saw fit.
So when she had told Maggie that she would get word to Larry, it was this truth which she had had in mind, and only in a very minor way the news which Maggie had brought.
This was, of course, such a truth as could be safely communicated only by word of mouth.

The Duchess realized that Larry no longer dared come to her, and that therefore she must manage somehow to get to him.

And get to him without betraying his whereabouts.
There was little chance that the police would search her place or greatly bother her.

To the police mind, now that Larry was aware he was known to be in New York, the pawnshop would obviously be the last place in which he would seek refuge or through which he would have dealings.
Nevertheless, the Duchess deemed it wise to lose no moment and to neglect no possible caution.