Holliday Grainger, Beatrice Cohen and Robyn Betteridge in ‘The Stolen Girl’ episode 2 (Disney/Matt Squire)

The second episode of Freeform’s suspenseful limited series The Stolen Girl opens with Lucia (Beatrice Campbell) and Josephine (Robyn Betteridge) running around playing hide-and-seek and dressing up in Rebecca’s clothes on the night of the sleepover.

Rebecca (Holliday Grainger) has Josephine get ready for bed, but Lucia stays behind. She asks her about her father being a lawyer, and Lucia sadly admits it makes her mother, Elisa, worry and get scared about locking the doors. Lucia suddenly becomes sleepy.

After encouraging Lucia to lie down on the couch, a man appears at the front door. He carries Lucia out of the house, placing her in a suitcase in a car.

While Elisa and Fred’s son, Georgie, is playing, someone slips a note addressed to the Blix family through the mail slot. Georgie...