After leaving Anna, Gascoigne went over to the Wayfarer Hotel to meet the woman he had tried to set Anna up with—who turns out to be Mrs. Lydia Wells.
He told her that Anna was not coming because of a headache. It's too bad, because (according to Lydia) she and Anna were once BFFs, which is why she wanted to surprise her.
Gascoigne mentioned that Anna was about to get turned out of the Gridiron, and so Lydia decided that Anna would have to come live with her.
After Lydia had totally made up her mind on that front, she announced to Aubert that she had actually just purchased the Wayfarer and was going to convert it to a kind of entertainment palace where she would hold séances and such.
She had even more news after that: She was about to be married, but she wouldn't say to whom.
Then we get some further backstory on how Aubert and Lydia got to know each other, and Lydia's version of her friendship with Anna.
Despite the fact that Aubert had clearly been sweet on Lydia (at least, until he heard she was going to be married), he had betrayed his friend Anna—that is, he had not mentioned the pile of gold he had under his bed belonging to her.
While they were talking, Lydia admitted that when she owned a gambling house before, she had rigged the gambling wheel so it never landed on the jackpot. Well, almost never—one time, when the machine "failed," it did hit the jackpot—and Crosbie Wells won.
Instead of immediately paying out the prize money (which she didn't actually have, of course), she offered Crosbie her hand in marriage instead. He accepted the substitution.
Unfortunately, within a month, they were at each other's throats, so it wasn't the happiest marriage.
Finally, the last big news Lydia dropped on Aubert was that the next month would be "without a moon"—that is, it would never be completely full in February (since it's a short month). Alrighty then …