What does the young lady say when Mr. Easton mentions the ambassador?

When Mr. Easton mentions the ambassador, the young lady says that the ambassador doesn't call anymore and that he needn't ever have done so.
Next, she changes the subject about the ambassador and begins to talk about Mr. Easton. The young lady proclaims that Mr. Easton probably lives differently from his former days in Washington. She maintains that he must ride and shoot at criminals in his new line of work. Interestingly, she also proclaims that Mr. Easton must be one of those "dashing Western heroes" so often discussed in popular circles.
From the young lady's agitated reply, we can speculate that the ambassador may have been a former suitor who disappointed her in some way. Her words "he needn't ever have done so" insinuate that the ambassador was never a strong contender for her affections.
The young lady's words about Mr. Easton also show that she may only have surface knowledge about his supposed line of work. Throughout her interaction with Mr. Easton, the young lady fails to notice how he has been cuffed. We can thus conclude that, because of her limited knowledge, she is none the wiser about Mr. Easton's criminal status.

The girl has just realized that Mr. Easton is not, in fact, a criminal going to prison, but a marshal out in the West. When he says that being a marshal is not quite so venerable a position as being an ambassador, the girl interrupts him and says that the ambassador "doesn't call any more." She dismisses Mr. Easton's concerns on this front and says that he is in fact a dashing hero of the West, fighting crime and putting the world to rights.
What the other passengers in the carriage have noticed, however, which the girl does not, is that Mr. Easton's right hand is handcuffed to the other man's left. When the two men get up and go into the corridor for a smoke, they discuss this between themselves, and the reader is supposed to infer that it is actually Mr. Easton who is the prisoner. The marshal was simply indulging him in front of an old friend by pretending that it is he who is the prisoner and Mr. Easton who is the marshal.