"Tell me again why I agreed to this?"
"Because I've deduced that the culprit will be here."
"Yes, in disguise, Sherlock."
"In fancy dress, John."
John adjusted the red ribbon that was tied around his neck while simultaneously trying not to disturb his peruke nor fall off of his high-heeled shoes. "Am I the only one who thinks it's a bit queer to celebrate Bastille Day by dressing up like beheaded nobles?"
Lestrade's voice crackled softly in their earpieces. "As long as no one actually gets beheaded tonight and we get our thief, they can wear what they want."
In case you're interested, Bals des victimes were a real thing.