It is but one of the possibilities. [ Indeed. And not a very hopeful one either... ]

Ah, see, that is the problem with not knowing. It could be just about anything, and our imagination runs wild in the meantime... although a dungeon is a rather mundane establishment, to be honest. I would be surprised if he doesn't have one. [ pause ] Please keep an eye on anything, however insignificant, that might give us more clues about our predicament.