What did Gilles do when she was captured, how did he feel about her death?
We cannot tell.

We know that he was lurking in the vicinity of Rouen at the time of the trial, but it is too much to conclude from that, like certain of his biographies, that he was plotting her rescue.
"At any rate, after losing track of him completely, we find that he has shut himself in at his castle of Tiffauges.
"He is no longer the rough soldier, the uncouth fighting-man.

At the time when the misdeeds are about to begin, the artist and man of letters develop in Gilles and, taking complete possession of him, incite him, under the impulsion of a perverted mysticism, to the most sophisticated of cruelties, the most delicate of crimes.
"For he was almost alone in his time, this baron de Rais.

In an age when his peers were simple brutes, he sought the delicate delirium of art, dreamed of a literature soul-searching and profound; he even composed a treatise on the art of evoking demons; he gloried in the music of the Church, and would have nothing about his that was not rare and difficult to obtain.
"He was an erudite Latinist, a brilliant conversationalist, a sure and generous friend.

He possessed a library extraordinary for an epoch when nothing was read but theology and lives of saints.