The cold open of Miss Fisher's Murder Mysteries' fourth episode features a poor Catholic girl being thrown in a room by a pair of nurses and the door firmly shut. As usual, it seems utterly disconnected from Miss Fisher, as she pulls her glorious car up through a crowd of protestors to the gate of Victoria Dock. She's there to see Mr. Gerald Waddington (Robert Grubb), who wants to hire her to sort out the disappearance of his daughter Lila, who ran off because her mother died last year and she and his new wife don't get along.
Robinson: "At this stage, the only benefit of your helping hand is that I might have a walk-up start when it comes to your eventual murder."
But they're interrupted by gunfire. One person is down, and the gunman fires at Phryne before their car takes off. As the victim dies in her arms, he hands Fisher a box begging her to give it to "Nina." Shaken and having PTSD flashbacks to her time as a nurse in the Great War, Phryne heads home. Aunt Prudence is unfortunately underfoot to rant about the Union hooligans before announcing Jane is about to be kicked out of her fancy boarding school. Jane's version of events is that she got into a fight defending a girl being bullied, which Phryne approves of highly.
Down at the dock, Robinson learns the victim was Yourka Rosen, and his tattoos prove he was an anarchist. But he was not a striker. Instead, he seemed to be after some ammunition, shipped inside some crates of paint. Phryne's the only witness, so Robinson and Collins head over to take her statement. Her account suggests both the victim and the shooters were Latvian. But Phryne doesn't tell Robinson about the box or Nina. Instead, she tells Collins about it, giving him an inside track to impress his boss, in exchange for him finding Nina for her.
Turning to the Lila case, a trip to the Waddington house shows the girl was super religious, a leftover devotion from her late mother, who was also Catholic. The heavily pregnant new wife (Renai Caruso) claims it was her fault. The girl accused her father of being "unchristian" towards his employees, and a fight ensued. Lila's brother Paul (Sam Clark) quietly admits she probably went to the Sisters of Mercy. But the Reverend Mother (Penne Hackforth-Jones) insists Lila isn't there. She admits the girl did come by, begging to be a nun, but they turned her down.
With Collins having turned up the full name of the fiancée as Nina Aliyena (Talia Zucker), Fisher decides to visit the anarchists. Bert and Cec take her to a Latvian underground bar. There, she runs into Peter the Painter (Jack Finsterer), the real-life head of a prominent Latvian anarchist gang in the UK, who supposedly escaped the Sidney Street Siege in 1911, at which point he disappeared. Her questions about Yourka's death sets Peter off on Cassimir (Karlis Zaid) when he walks into the bar, who Phryne recognizes as Yourka's assassin.
Peter follows Fisher home and admits Yourka had soured on the gang's violent ways and was on the docks not to steal the ammunition, but to destroy it. Cassimir caught on to his disloyalty and took him out. Peter knows Nina and says if she knew the truth about her fiance's death, she would be in grave danger. Good thing Collins and Robinson have tracked her down. Phryne speaks Russian and stops by to volunteer her translator services, though it turns out Nina's English is better than her Latvian. Fisher tries to warn Nina about who killed her fiancé, but the girl doesn't believe her. Phryne saying she's a friend of Peter's doesn't get her traction either, as he was known to be against the gang's violent tactics as well.
Meanwhile, it turns out Jane is a schoolmate of Lila's. Her pickpocketing skills get Fisher the girl's diary, which suggests she and Paul were in love. Waddington's wife denies any such thing; her theory is Lila is acting out after witnessing her mother commit suicide, brought on by what sounds like schizophrenia. In her diary, Lila feared she was going mad too, having seeing tears weep from her Madonna portrait. Fisher realizes the truth behind the opening scene -- the girl locked herself up in a mental asylum.
Robinson and Collins are called to an explosion at the picket line, which was a cover for the gang getting the ammunition still on the docks. Robinson heads back to see Phryne, just in time to witness Cassimir make a drive-by shooting attempt on her life. When that fails, Dot is kidnapped and beaten, much to Nina's shock. When she tells them to stop, Cassimir tells her no one life is greater than the cause. In horror, Nina realizes they killed Yourka. Encouraged by Dot, she runs, revealing to the police the plan is to knock over a bank, with Dot as a hostage.
Robinson moves out but heads to the wrong branch because Nina's Latvian is so bad, a realization Fisher and Peter, who is Nina's father, make too late. With Collins in tow, Fisher and Peter stake out the right bank. Collins gets to look heroic, but it's Fisher who takes down the gunman. Peter gets shot, though not fatally. Peter is taken away to the hospital, from which he escapes handily to meet up with Nina and disappear.
As for Lila, it turns out the girl wasn't talking about an affair between brother and sister, but between Paul and her new mother, after she caught them together. Mrs. Waddington, desperate to keep her silent, had convinced Lila she was going mad just like her mother. With the case solved, Waddington is not only faced with his first wife's madness and suicide getting out, but that his second one was sleeping (and pregnant by) his underaged son. Miss Fisher promises complete discretion, so long as he submits to her demands.
But Miss Fisher doesn't want money. She wants Waddington to agree to the union workers' demands and end the strike at the docks. Even Robinson is impressed by such resourcefulness.