Jay and Anna come to Rome to see Anthony. Danny and Lexi warn Jay that Farouk's people will be coming after Anthony. Danny and Lexi try to track down Everado Sanchez, the last person known to have Cleopatra, with FBI Agent Harper's help. Simon tells Gwen that he's concerned Farouk's people will come after him. Gwen asks Simon if he knows a Zara Farouk. Sanchez disappeared in 1993. An intruder knocks out Gwen and takes the documents she had stolen from Fabi's apartment. Danny and Lexi go to Venice hoping to find Sanchez's daughter Soledad. Shaw follows them. Sanchez's recording mentioned a book of poems. The title of the poem book is also the name of an island in the Bermuda Triangle. Shaw insist that they bring him along in exchange for his contact on that island. A tracking device is planted on their plane. The Carabiniere general tells Gwen she's being recalled by Interpol, but she insists she's staying to continue Fabi's investigation. Shaw's contact Vega said money washed up on the shores back in 1993. Vega leads them to the island hideout mined by South American revolutionaries in the 1970s. They find plane debris on the island. They find Cleopatra in Sanchez's hideout. Then Vega and his men pull guns on them and steal Cleopatra. The trio gets free and finds Vega dead and Cleopatra gone. Two men swim in to the vault and steals Anthony. Lexi calls Soledad about her father's death. Danny, Lexi, and Shaw visit Simon. They want him to check his recordings of the Brotherhood of Serapis. They are trying to figure out if it's the Brotherhood or Farouk's crew that has Cleopatra and Anthony. Gwen found one of Jay's cufflinks when the mercenary escaped so he's suspected of being the mastermind behind Farouk.