The lady had indeed walked cautiously, but it might well be that she had reasons for not being seen there, and that the further rooms were not hers.

The Alcazar was only an old Moorish castle, after all, restored and irregularly enlarged, and altogether very awkwardly built, so that many of the apartments could only be reached by crossing open terraces.
When Don John came to get her in the sentry-box, Dolores' momentary doubt was gone, though not all her curiosity.

She smiled as she came out of her hiding-place and met his eyes--clear and true as her own.

She even hated herself for having thought that the lady could have come from his apartment at all.

The light was streaming from his open door as he led her quickly towards it.