They arrive at EROC. Holmes congratulates Pam on her good work. The security guards at the front gate are cheerfully skeptical about the need for a snow plow way out here.
At the NYPD police station, Bell has Alysa in the interrogation chamber. Looks like he found a way to get off the emergency response detail! He puts a piece of plastic on her palms and tells her they can't run the tests on the machines right now. So she has time to confess before they establish who she is. She tells him to shut up. Good one! Gregson comes in and hands Bell a note that says "Fairly certain E.R.O.C. will be robbed today. Connected to security guard murder. -Sherlock Holmes." See, I told you Holmes dictated a very clear message. When he wants to be, Holmes can be quite precise. Gregson asks Alysa about EROC, and her expression changes a tiny bit.
Holmes and Watson are let in to a control room by a man in suit. I didn't notice Pam, but I'd like to think they didn't just make her stay in the plow. The guy in charge says that even consultants with the NYPD will not be allowed all the way onto the floor. Then he starts spewing exposition, so I assume he's the guy in charge of giving tours: "It's all commanded remotely from rooms like these. There's no way. No chance you could get in to our vault directly. Hmm." That's an interesting time to say "Hmm." Apparently an automated sort has just finished, and he didn't know they were doing a sort today. But he's not disturbed by an unexpected sort happening right when people come to the door warning of a robbery. Normally, when a sort is finished, money that's too worn gets shredded, so Holmes would like to see wear the shredded money goes. That's apparently allowable, so they get to look at some bales of shredded currency. Holmes tastes the money. Watson says it's paper, not cotton. Johnny EROC protests, "That's not possible!" Holmes ripostes, "Well you be sure and mention that in your exit interview." So the thieves stole 33 million dollars and left almost no trace that it even happened. See, I told you they shouldn't have stolen the physical blueprints. Now Holmes has to find them!
Holmes takes Watson to a remote EROC entrance to prove it was the point of ingress and egress. There are indeed more lock pick scratches. Thieves, I advise you to find a less scratchy way of picking locks. Watson spots some cigarette butts on the ground, but they don't matter. Holmes admires the ingenuity of the whole heist and says that if they hadn't murdered someone, he'd consider letting them get away with it. He studies some tire tracks in the snow and announces that it was less than thirty minutes ago and they left in an American ambulance. Watson says the driver had a lazy eye, the other two were basketball players and one had canine lupus. But she's just doing that out of spite to show how annoying it is when someone knows something impossible. Holmes shows that the tracks mean that the truck's front tires were on a smaller axle. And the only trucks like that in America are ambulances or some U-Hauls, and an ambulance seems like a better way to get through the city unnoticed. Hey, it worked in Cannonball Run.