DM: Call Inquisitive Dame.
Dame definitely has a cell phone, and she definitely has the detective's number! You don't have her number, though, but she did say she was at the Grand Hotel investigating a murder... and the Grand's phone number is right in the phone book!
You dial the number, and get a very tired sounding receptionist. You ask if Inquisitive Dame is around, and no, she left. You ask if Puzzle Detective is around, and it's the same - there is another voice on the other side though. An even more tired sounding man talks with the receptionist for a moment, and then you're given a number - Puzzle Detective's number! Apparently he left it with the doorman.