The Maharaja Duleep Singh invites Fitzy's Travelling Circus to Whitby, to stay in the grounds of his marvellous castle there. While witnessing the lavish lifestyle of the Maharaja and his friends, Lizzie has a vision that someone is plotting to steal one of his famous precious jewels. Is it an outsider? Or is it one of the many guests at the castle? It is up to the Penny Gaff Gang to track down the thief, with the help of the fisher folk who live nearby. They tell Lizzie and her friends that there is more to the mystery than meets the eye, and warn the Gang of the ghost ship that lurks in the harbour?