SPOILER ALERT: This recap contains key plot points from the third episode of “Lady In The Lake.” Don’t read it if you don’t want to know.

Previously on “Lady In The Lake” (see the recaps of Episodes 1 & 2 here): The worlds of upper middle-class Jewish mom Maddie (Natalie Portman) and working Black accountant/model/mother Cleo (Moses Ingram) collide when a young girl from Pikesville named Tessie goes missing from a downtown Baltimore parade and is later found dead. Maddie, who finds the body, has left her overbearing husband to start over in a tiny apartment in a Black neighborhood called The Bottoms, and tries to restart the journalism career she never had by volunteering information she’s heard about Tessie’s murder. Meanwhile, Cleo, an aspiring activist who works for local criminal Shell Gordon (Wood Harris), becomes mixed up in the attempted assassination of Black state Sen. Myrtle Summer when she’s tricked into driving the would-be killers.

There is a lot of mysticism and otherworldly elements in this series, which should probably be assumed in a show narrated by a murder victim. The third episode throws you right into that hazy plane of existence, as a young Cleo finds herself trapped in a maze of garments billowing from clotheslines. As she tries to escape the twisted mess of clothes, a young sheep bleats mournfully. Suddenly Cleo finds herself enveloped in cloth — a white sheet with holes for eyes.

She is a ghost. Foreshadowing?

Young Cleo wakes up in 1948 from what turns out to be her nightmare. Her parents are fighting about how her father’s gambling debts have cost him his beloved trumpet. Her mother threatens to leave if he doesn’t get it back, but the daddy’s girl gives him some money she’s been saving and joins him in a version of the radio classic “Then You Can Tell Me Goodbye.” He’s going to say goodbye, soon. She just doesn’t know it yet.

We finally join an older Cleo in a much less dreamy situation in 1966. She’s still reeling from the assassination attempt on Sen. Summers the night before, the one she was pressured into being the driver for. She calls Reggie (Josiah Cross), her friend Nora’s boyfriend and the one who asked her to be the driver in the first place, for help. He tells her he knows nothing about it, and neither does she — get it? And don’t talk to their shady boss, Shell Gordon (Wood Harris) about it, either.

Cleo returns to the department store window where she works as a model, this time perched next to a Christmas elf, in a red convertible that looks like the one that pulled up on Summers’ last night. She has flashbacks of the shooting and then imagines she sees a police officer outside the store, aiming at her. She’s beginning to not know what’s real and what isn’t.

Also at the store, unbeknownst to Cleo, is Maddie, who is getting her ear pierced, even though, as the piercer notes “You people,” or Jewish women, aren’t supposed to do that. In this scene, it’s very noticeable that Natalie Portman, who plays Maddie, is really trying hard for this Baltimore accent, which comes and goes. She’s giving it her all. This new jewelry is part of a new life for Maddie, although Ghost Cleo observes that this new life comes at a price for everyone else.

“Why did you need to drag my dead body into it?” she asks, continuing her one-sided otherworldly conversation with Maddie. “I was safe at the bottom of that fountain.”

No matter, our aspiring lady reporter can’t hear anything but her own ambition, as she goes to see Bob, (Pruitt Taylor Vince) a gruff reporter for the Baltimore Star. She wants recognition for the scoop she gave him about Stefan the creepy fish store employee who was arrested for the murder of little Tessie, who Maddie found in the water. She mentions that she’s written to the suspect in the mental institution where he’s locked up, suggesting she write about it, but Bob is unimpressed and runs her out of the newsroom.

Maddie’s trying to live her dream. Cleo, on the other hand, is still haunted in her sleep by images of dead boys, sheet-covered spirits and a driverless trolly that’s about to hit a child on the tracks who is feeding a lamb. It’s Tessie, herself a sacrificial lamb that Cleo can’t save. She can, however, try to help her youngest son, Lionel (Samir Royal), weak with sickle cell. Her mother convinces her to seek healing from their pastor, who tells Cleo that if she commits her life to the church, he might get better. Also, she can start paying tithes? Doesn’t seem like a good bet to her.

A still-shaken Cleo goes off to the club to celebrate her friend Dora’s last set as a singer before heading to Paris to try her luck. The longer the evening persists, the drunker Cleo gets. At the same time, Maddie is exploring her Sexy Divorcee era with Officer Platt (Y’lan Noel), who has spent the day rousting arabbers and street guys for information about Tessie’s murder. The connection between white Pikesville mother and Black cop on the take isn’t wise, but that seems to make it hotter.

It’s been a while since Maddie had a hot girl evening, so the next morning she’s scrambling to cover the evidence and get over to her son Seth’s (Noah Jupe) school, where she’s supposed to be accompanying him to a college fair. We established in the first episode that they don’t get along, and he’s mad that she’s late to the college fair and that she drives him to her new apartment. She’s really pushing hard for him to see her side of things, and understand that her husband Milton (Brett Gelman) is a boring stick-in-the-mud and Seth doesn’t have to be like him. Why? Maddie confesses that Milton isn’t his dad, and Seth retorts that he’s suspected it since he read her diary the night before his Bar Mitzvah. So that’s why he can’t stand her!

Back at the department store, Cleo, wearing a very Supremesesque wig and outfit, is approached by Officer Platt, who says he knows she was the driver, but if she helps him out, he can buy her some time. “Officer Platt?” she asks. “What happens when that time runs out?” He doesn’t have an answer.

Maddie goes back to Reporter Bob, this time more confident, because creepy Stefan has written her back. She’s willing to share this information for a story credit and an advance check, unless he’d rather she take it to The Sun? He does not.

Cleo goes to see her son Teddy (Tyrik Johnson), who is still running numbers for Shell. They talk about how her Daddy used that money she gave him when she was younger to actually hit the number and win big money, but left town with it. Cleo says she still loves her father and that she’s going to play the numbers again one more time, but he can’t tell anyone.

It’s just occurred to me — duh — that the name of the hotel that Shell Gordon owns is The Gordian, which means it belongs to him but also refers to the mythical knot that, when unraveled, can determine who rules the kingdom. Cleo knocks on Nora’s door and finds her friend high as usual. Reggie is there, and Cleo tells him she’s figured out that he didn’t send her as the driver for the attempted assassination on Myrtle on Shell’s orders. He sent her to keep the heat off himself, because he was at the fish store the night Tessie went missing and people are starting to ask questions. They’re all in this mess together now.

Speaking of messes, Maddie seems to have created one, although she’s not aware how messy it’s going to get. Stefan, swayed by her flowery letter about how they have a deep connection, has asked to see her. In the last shot of the episode, we see her outline, in a very noir fashion, in the door of the visiting room before she emerges from the shadows for her big interview. She’s about to get a big story, although she has no clue where it’s going.