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This might be a possible chance. Gypsies were habitual horse thieves. Perhaps this band had his chum.

So on the following morning, at just sunrise, the young man in company with two constables descended upon the camp. They found the head of the band, a dark, sinister hairy faced man, just crawling out of his covered wagon. He was very surly and very indignant that they had come to his camp on such an errand. He had no such horse and had not seen such a steed. He would knife them if they didn't get out. But the constables showed him their badges and he subsided from his blustering attitude. They searched the camp from end to end, and looked over the horses, but Palo'mine was not there. They were about to give up in despair when a bright thought came to Halsey. Somehow he had a feeling that Palo'mine was there. He thought the dark sinister man looked guilty. The boy had noted a startled look in his eyes when he saw the constables' badges. He would leave no stone unturned. So he went from