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'm sure they don't know 
that we're watching them.
Estoy seguro de que no saben 
que los estamos observando.
Estoy seguro de que no saben 
que los estamos observando.
Tenho certeza que eles não sabem
que os estamos observando.