You didn't see it. How it happened. That Yelena got free from the red room. You just know that she's not responding to you anymore. So you decide to follow her.
Where she supposed to get the package back, there's just the dead body of the target. It was an older widow from a few generations back. Corrupted, was the first thing that came to your mind. But what happened to Yelena?
Next to the body, there's a tracker. Shit. Yelena must've lost it in the fight? There's a second thought but you don't want to admit that that one is more believable: Yelena is corrupted now too. You'd have to tell Dreykov. Or did one of the others already? No matter what, you have to find Yelena. You decide to follow the small blood trail that Yelena left behind.
A small alley? Okay. The blood trail ends. You look around. Ask for her, your voice calling her name. Not too loud though, you don't want people to look at you. Wouldn't be good.
Hands up. Yelena has a gun? You really thought she left her weapons on the roof. Thought too early.