This whole stinkin' book is addressed to someone named Saxonberg. But wait, the book doesn't have to do anything with Saxonberg (or so we think). Hmmm.
It's an interesting choice of narration, that's for sure, and it keeps the reader wondering what in the world is going on. Why isn't the story told from Claudia's perspective? What's with all these asides to Saxonberg? And who is Saxonberg, anyway?!
To Whom Am I Speaking?
This is a book about secrets, right? So it's fitting that the addressee of the book is also a secret. We understand from the introduction that Saxonberg is Mrs. Frankweiler's lawyer, but we don't really know why she's writing to him, or what she or Saxonberg have to do with the Kinkaid kids at all.
Mrs. Frankweiler makes little asides and admonishments to Saxonberg throughout the book, but we don't get any closer to figuring out who he is until the last chapter. Then, at the beginning of the last chapter, it all comes together. It turns out Mrs. Kinkaid called Mrs. Frankweiler because Saxonberg spilled the beans about the kids being at her house:
I knew you'd tell them, Saxonberg. I knew it! What a combination you are: soft heart and hard head. (10.1)
Well, there's a clue if we ever saw one. It slowly becomes clear that Saxonberg has some sort of connection to the kids, or at least to their parents. Even though the kids are on their own and doing their independent thing away from their parents, it doesn't mean that they can escape their family altogether. In fact, Saxonberg (their grandfather) knows all the details about their running away, and they return with more family than they started with.
The slow reveal of Saxonberg's character (even though he's present in the whole book) also adds another layer of mystery to the story. It's like a mini-mystery in a book that's centered on another mystery. How… mysterious.