(1) Lord Dudley killed himself and made it look like murder/robbery.
(2) He wedged the gun in the drawer then used the poker to push the trigger.
(3) The real diamonds had been sold months before and replaced by fakes.
The only way of explaining the missing diamonds and the hidden fakes is this.
The real Asprey Diamonds were never in the mansion to begin with.
Right after the stock market crash, Lord Dudley was in desperate need of money.
He secretly sold his wife’s diamonds and had paste replicas made. Business
continued to worsen, however. When his wife discovered their straits, she
decided to finally make the sacrifice and sell the Asprey Whites. The only
way out for Lord Dudley, it seemed, was suicide. The right kind of suicide
would preserve his family’s honor, cancel his debts and secure a substantial
life insurance pay-off.
Lord Dudley pretended to see an intruder. Then he disposed of the fakes in the
chute and opened his bedroom window, setting the stage for his “murder/burglary”.
Dudley donned a pair of gloves, took the Colt from his collection and wedged it
into the jaw of his bottom desk drawer. Removing the gloves, he then lined up
his head with the muzzle and used the poker to press back against the trigger.
Dudley succeeded on his second attempt. The recoil sent the gun falling down
inside the open drawer.
Meanwhile, Katrina was involved in her own plot. She was infatuated with her
best friend’s fiancee and devised the idea of using the dumb-waiter to pull
herself up to Captain Batts’ room, unseen by either family or servants. Even
though Batts was unaware of her infatuation, she was convinced that, on hearing
her seductive voice behind the dumb-waiter door, he would be unable to resist.