Gustave has taken it upon himself to observe Marion and Sanglain following the death of the Princess and DT.   But KT thinks Gustave is in the city of Marquesas for other reasons. 
I didn't really understand 
what she was saying,
En realidad no entendí bien lo que decía,
En realidad no entendí nada de lo que dijo,
Eu nem entendo o que ela está dizendo,