Shere Ali was to be compromised, not captured.

There was to be a price upon his head, but the head was not to fall.

And while the search went on from quarter to quarter of Peshawur, the Prince and his attendant were already out in the darkness upon the hills.
Ralston telegraphed to the station on the Malakand Pass, to the fort at Jamrud, even to Landi Khotal, at the far end of the Khyber Pass, but Shere Ali had not travelled along any one of the roads those positions commanded.
"I had little hope indeed that he would," said Ralston with a shrug of the shoulders.

"He has given us the slip.

We shall not catch up with him now." He was standing with Linforth at the mouth of the well which irrigated his garden.