He turned; he spurred to the west; he did not know who stood Bowed, with her head o'er the musket, drenched with her own red blood.
The highwayman hears the warning, even though he doesn't know where it came from, and he takes off back to the west.
The speaker takes a moment to focus on the tragic scene of Bess, bent over the musket, soaked in blood. Pretty grim, huh?
Not till the dawn he heard it, his face grew gray to hear How Bess, the landlord's daughter, The landlord's black-eyed daughter, Had watched for her love in the moonlight, and died in the darkness there.
Finally, the highwayman does hear what happened, although it's not clear how he finds out. His face goes gray when he hears the news.
We get another short review of poor Bess's death. A lot of this poem's impact is based on repetition.