Monica Caldwell sat across from her lawyer, Elias Grant, at the scratched metal table in the attorney-client visitation room of the Metropolitan Detention Center in Brooklyn. It had been exactly one week since the FBI arrested her at her Manhattan home. , handcuffs clicking in front of news cameras, her silk robe slipping off one shoulder, her face frozen in the kind of dignified panic only years of socialite training could produce.

The visitation room was small, sterile, and cold, fluorescent lights buzzing overhead, thick plexiglass partitions on one side for monitoring, and a guard standing outside the glass door with arms crossed. Monica wore the standard orange jumpsuit, hair...