And he hasn't even heard of Lumon? Either he's the worst private detective imaginable, or... something else. Helly doesn't know what. The more they talk, the less sense all of this makes.

No. Okay. Back up. "So you were in a coliseum about to be sacrificed, and then you woke up here." Honestly, that does not bode well for whatever's happened to Helly, if their experiences are at all related. "I mean, let's just get this out of the way first: I was not in that scenario, so... So clearly this isn't..." She flounders for a moment, hands on her hips. "Sorry. I don't really have much experience to draw on here. I've never even been in a bedroom before."