So I do think Mary is reading an apology letter from Gillingham here. She looks upset for the split second we see her engrossed in it and then puts on a faux-happy face for Anna. The letter is looong… she shoves it in a drawer. And the conversation that follows is about Gillingham—a device I think meant to signal the content of the letter. Mary’s clearly agitated and unsettled when Anna presses her on whether she’ll see Tony in London, while Anna looks rather disappointed in Mary. Mary tries to brush it all aside. She’s sounds decisive, but she doesn’t look it. I’m pretty sure Anna ships Mary/Tony, folks, and Mary remains confused and uncertain.
I wondered about the letter too, as why have it there unless it was to signify something of note. It will be interesting to see if it will be eluded to next ep.
I think there’s a lot going on in this scene that is unspoken. Personally I don’t think Anna necessarily ships Mary with Tony, but I do think she believes Tony to be a decent man unless of course Mary told Anna about his little outburst in the park. That being said, I think having Tony around makes it still somewhat impossible for Anna to move on from the situation that happened with Mr. Green. So having him leave probably wouldn’t be the worst thing in the world for Anna. She wants the best for Lady Mary and for her to be able to Mary again. I’m sure Anna’s natural pull towards children means she wants George to have a father figure as well. In addition, I believe Anna feels she may have helped Mary to sin or cover up her sins by providing her the contraceptive and so she wants Mary and Tony to make their engagement official so that they can be married and do away with the device. Furthermore, said device is still hidden in her cottage, so the sooner Lady Mary decides she’ll get hitched to Tony the sooner Anna can get rid of that damn device.
"Will you be seeing Lord Gillingham? (aka, Do I need to get the thing)…”