The Black Knight is making his way over to the Blacksmith shop. Bentley has Sly tail him until he can get over there. Once the Black Knight enters the shop, Bentley takes over and follows him inside.
Once inside, Bentley needs to keep out of sight while tailing the Black Knight, by using the rafters. Along the way, he needs to hack a few computers to bypass some doors. As he's tailing him, Bentley overhears the Black Knight's plans for "Operation: Overlord" and for destroying Sly and feeding him to the lions. The Black Knight then mentions that Le Paradox owes him for stealing Bentley's time machine plans. Bentley then realizes what he caused and hopes Penelope is all right.
Bentley presses on and is in for the biggest shock when he sees Penelope coming out of the Black Knight suit. He overhears her plans to destroy Cooper and how Bentley will finally see things her way. Bentley begins to feel sick and then returns to the hideout. Depressed, he retreats into his shell and doesn't come out. Everyone takes turns coaxing him out, but nothing works. The rest of the gang can not wait around any longer. With or without Bentley, they have to take down Penelope.
- This is the second time Penelope had revealed that she disguised herself with the name "Black," the first being in Sly 3: Honor Among Thieves as the Black Baron.
- This is the first time we see inside Bentley's shell.
- This is the last mission where the player can see Penelope's photo in Bentley's binocucom before it gets scribbled on.
- The title of the mission is a play on words, since shell shock is a disease. Bentley has a shell; he becomes shocked, and his heart is broken.