The first thing they had to do was to find out how the sapphire went missing. Caroline, who had knocked into Powell, became their primary suspect. But from the surveillance footage, the girl had not come out of the room after she had entered. She checked out at three in the afternoon, then went straight to the parking lot, where she had knocked into Powell.
From the surveillance footage, this girl really didn't do anything to Powell. Hence, the conclusion that the investigators came to was the same as Powell's. That was, before he met Caroline, the sapphire in Powell's arms had already disappeared, and Caroline's suspicion was cleared.
Because the price of the Water Star was too expensive, and the fact that they still couldn't find any clues after dispatching so many people, the behind-the-scenes boss had to start to suspect the underground auction, suspecting that they were stealing.