So, you may not know this, but flying on a dragon you can't steer is a kind of stressful experience. It's unclear where the dragon feels like going, and once it gets there, how our trio will manage to get off.
There are other worries, too – first off, how long will it take for Voldemort to figure out what's going on?
Finally, the dragon soars down to a landing, by a series of beautiful mountain lakes. Harry, Ron, and Hermione jump off into one of the lakes as the dragon glides lower, so it won't notice them (and then promptly eat them).
They drag themselves out of the lake and onto the shore, and before taking any rest, Harry sets up their protective spells.
Everyone's covered in bruises and burns from the Gringotts escapade. Hermione's brought some pumpkin juice and fresh robes, and they take a minute to clean up and have a drink before debriefing.
The good news is, they've got the cup Horcrux. The bad news is, they've got nothing to destroy it with, since Griphook took the darn sword.
As Hermione sadly muses about what might happen to the dragon, the three of them burst into hysterical laughter, wondering when anyone will notice that they've broken into Gringotts, which is clearly the primary concern.
Suddenly, Harry's head splits with pain; he's instantly in Voldy-space again. Voldemort is furiously questioning a Gringotts goblin, who admits that Harry, Ron, and Hermione managed to break in and steal the cup.
In his rage, Voldemort kills the goblin, and everyone else who happens to be in close range. Lucius and Bellatrix manage to duck out of the way.
Voldemort's mind is full of questions. How much did Harry know, and how did he know it? Voldemort is sure that he would have felt it if Harry had destroyed the Horcruxes – after all, they contain part of his soul. He tries to put doubt out of his mind – there's no way Harry could know about the others.
Voldemort mentally goes through all of his Horcrux hidey-holes – the Gaunts' shack, the cave with the lake of Inferi, Hogwarts… and Nagini the snake, another Horcrux, never leaves his side. Just to be sure, though, he decides to revisit the shack and the lake, and to warn Snape that Potter might be on his way to Hogwarts.
Frustratingly, Voldemort never reveals where in Hogwarts the last Horcrux is hidden – but at least we've found out that it's there!
Harry awakens from his trance, and instantly flies into action: he tells Ron and Hermione that the last Horcrux is at Hogwarts, and they've got to go there now, before Voldemort moves it. They scramble under the Invisibility Cloak and Apparate to Hogsmeade.