I decided today that this book will be an old-fashioned serial. Lady Pauline was named after Pearl White's famous "Perils of Pauline" - and I think that's part of why I keep picturing this in a WWI-like world. That's the period of many great serials both in film and in magazines.
I think, as with the original "perils" I will not use cliff-hangers, but rather finish the story in each episode and end with a call-to-action or revelation that leads to the next story.
To that end, I feel like I need to know Lady Pauline better, and so instead of just brainstorming lists, I spent my time filling out character forms and trying to figure out her driving force, and her strengths and weaknesses. I also have to figure out what style of stories these will be.
My favorite of the period's adventure stories are often driven by Dread Secrets. (They were precursors of the Romantic Suspense novel.) I'll probably brainstorm on those tomorrow. Or I might ponder on a list of other catalysts - calls for help, etc.