Here's the Ulyana Sergeenko narrative: beautiful woman, dangerously long legs and messily upswept hair, finds herself in the sleeping car of the Orient Express and realises the man she'd been with the night before has slipped away. Wearing only a jewel colored bustier corset (forgive, but it looks a little early Proenza) she stands up half dressed, pulls a striped taffeta curtain off the wall and wraps it around her bare legs. You can't run through passenger cars without the proper outfit, even if you are, say, Bond girl in pursuit. A roll pillow with tassels doubles as her clutch and a silk robe is thrown over her shoulders. She realizes her man has left his shoes, so he will, indeed, be coming back (see said barefoot male model.)
Still, she wishes to find him somewhere on the train, simply to tell him: "That was fun! I'm leaving now." She might need some assistance from the conductor to remove her trunks. It's difficult to travel with those voluminous skirts. The birdcage earrings and Stephen Jones hats are daintily hidden in her jewel box and off she goes. Per show notes, she has things to do, the "endless promise of surprising rendez vous." He'll miss her.