What frustrated Alexis was the intelligence system of her family. Hermes always pride themselves on knowing everything inside the Europe after all they had a century of history, it was not out of the norm to think they had integrated themselves among many sectors of society.
But even then, why didn't they know about Delphina and Samuel's situation? Even if Rothschilds were most powerful family in the world, she believed her family were at least were able to get some wind of the situation.
From how Delphina conducted herselves, it was evident that their partnership was not immediate. Not knowing the details was normal but Alexis believed not knowing they knew each other was a huge disaster for their intelligence group. These people took up a huge amount of constant investment, was it really worth it since Hermes were facing decline in recent years due to financial crisis. What were they doing all day long? Bastards!