Mary finds her father in self-imposed isolation in his study and wonders if he won't come back to the drawing room, but he tells her he'd only annoy Cora further. Mary assures him Cora will come through it and it sounds like she mostly believes it herself, but she goes on to ask how he thinks his "performance" of the afternoon could have helped. He claims to have been angry with Isobel for exposing them to gossip, but Mary tells him his anger had nothing to do with Isobel or even Ethel. "I think it's because the world isn't going your way -- not anymore." Ah, so someone has been listening to Matthew. How nice and very unprecedented for him. Lord Grantham vents a bit in Matthew's direction while letting us know that he's still beating himself up over the loss of Cora's money, and Mary lets that sit for a moment before telling him the christening is a battle he can't win. He looks at her before agreeing that he can't if Mary's against him, but while she tells him she's never against him, she reiterates that he can't win this one. Softening, he asks if Sybil truly didn't mind about the baby being Catholic and Mary simply says she wanted Branson to be happy. "She loved him very much, you know. We all need to remember that." Lord Grantham tells Mary he keeps forgetting Sybil's gone -- he sees things in the paper that would make her laugh or sees that her favorite flower is in bloom, and then the awful truth hits. Mary's voice breaks as she begs him to tell Cora that, but Lord Grantham thinks she won't want to hear it from him. He steps out, leaving Mary looking lost and afraid...

...but later, she's recovered, as she and Matthew pay a visit to Branson, who's holding baby Sybil in his arms. He at least seems happy and not so horribly wounded now, and he tells them that baby Sybil is "blooming" before putting her into Mary's arms. Matthew stands with her and if they weren't sure about having children before, it looks like their niece is melting those doubts right away.