Below is a full summary of the first episode in the series Cocaine Blues which obviously contains spoilers:
The episode begins with scenes switching between a man looking rather unwell in a bathroom and with the maid Alice leaving the Andrews household. Another maid Dot runs after her and hands her a package. Alice opens the package which contains knitted baby booties. Alice tells Dot "You don't understand" and gives the package back. The scene cuts to a man dying in a bathroom. He looks like he has been poisoned.
Phryne disembarks a steam boat and greets Dr Mac who is there to meet her. The scene cuts to the Windsor Hotel and Phryne tells Dr Mac she is at a loss for what to do. Dr Mac tells Phryne that they both know why she is there, to stop Janey's (Phyrne's murdered sister) killer. Phryne receives an invitation to luncheon with Lydia Andrews and her Aunt Prudence.
Phryne attends the lunch and when she gets to the house is informed by Dot that the luncheon has been cancelled due to the death of Mr Andrews. Phryne goes to see a tearful Lydia who it seems she knows from before and her Aunt Prudence. Phryne sees that Lydia is pale and ill and says she should see a doctor but Lydia says she was ill even before John died. Dot comes in to let Lydia know a detective wants to speak to her. When she leaves the room Phryne asks Aunt Prudence what happened and Aunt Prudence says that John collapsed after breakfast.
The scene changes to a young woozy girl being loaded into Cec and Burt's taxi by a man. He quickly pays and runs off. Cec and Burt notice the girl is bleeding and see two men walk around the corner.
We then return to Phryne leaving the Andrews household. As Prhyne comes down the stairs the phone rings but the timid maid Dot is fearful to answer it. At that moment Sasha arrives to console Lydia and Aunt Prudence remembers that Lydia was meant to be holding a charity soiree the next at which Sasha is dancing. Aunt Prudence offers for her and Phryne to host the event. Lydia overcome faints and is put to bed.
Phryne meets Dr Mac at the hotel and tells her about the case. She gives Dr Mac a sample of the pink powders to test at that point a porter summons Dr Mac back to work. Phryne and Dr Mac return to the hospital where Cec and Burt have taken the girl they picked up. Dr Mac examines her and sees she has had a back street abortion. Cec and Burt are waiting outside the ward and tell Phryne about the men that put the girl into the cab and Phryne gives them Detective Jack's card. Cec and Burt go to the station to report the incident and pick butcher George's (an ex doctor the police think is behind a local abortion racket) photograph. Phryne asks why George hasn't been arrested yet and Jack tells her they have a lack of witnesses as procuring an abortion is a crime. Phryne vows to find a way around this law to catch Butcher George
Phryne then goes to visit her sisters killer in prison. He asks if he should know Phryne and she produces her sister's hair ribbon. He apologizes for not telling her about her sister's death and states he is nearly out of prison but Phryne says she will make sure that does not happen.
Cec and the young girl are asleep at the hospital when Prhyne visits. She asks Dr Mac if the girl has given any details and Dr Mac says they girl wont even give her name. Phryne inspects the girls belongings and finds a reference for a Miss Hartly. Phryne realizes she has a letter with the the same seal on an invitation from John Andrews.
Cut to the night of the soiree and the party is in full swing but Lydia is in bed. Phryne smuggles her up some champagne and questions about why they let the last maid go and Lydia says that John caught her stealing a silver cruet set. Phryne asks if the maid would have any information that would help the police but Lydia thinks it unlikely.
Phryne goes back to the party and Prudence tries to set her up with a dental technician. Phryne asks aunt Prudence if anyone would want to harm Lydia. Prudence gives her all the gossip and introduces her to Madame Breda (who she says runs a bordello). As it turns out Madame Breda runs a Turkish bath and invites Phryne to come visit. Madame Breda says she was a customer of Johns for years as he ran an importation business but he did not like Lydia's friends like Sasha. Phryne goes to talk to Sasha and remembers him dancing in Paris with his sister. Sasha says his sister passed away and asks Phryne to tango.
Phryne is wished goodnight by Sasha and afterwards realizes her earrings are missing. She runs into the night after him and follows him down some alleys. Sasha heads into a chemist and attempts to buy cocaine using Phryne's earrings as payment. The shop keeper rings a bell and two thugs go after Sasha. Phryne hears shots and finds Sasha injured she hides him and acts as a prostitute. The men come back and ask Phryne if she has seen a man go past but she says she has not. Once the men have disappeared Phryne takes Sasha back to her hotel.
Phryne fixes up Sasha's wound and strips of her ruined gown. She then asks Sasha why he stole her earrings. He tells her to swap for cocaine and that he asked to see the King of Snow. Sasha tells Phryne that his sister was addicted to cocaine and died. He says Lydia was good to them but John didn't like them and Phyrne suspects an affair but Sasha denies this as Lydia was too demure unlike Phryne.
Sasha and Phryne go to bed together but when she wakes up he is gone but has returned Phryne's earrings. There is a knock on the door it is Dot, she says she has been dismissed without a reference and needs the lawyer Phryne offered. Phryne invites dot in to breakfast and asks for details. Dot says she told the police that John was trying to assault her and that he did the same to Alice and that John Andrews was the father Alice's baby.
Phryne returned to the hospital to talk to Alice. Alice tells her that Madame Breda had arranged the abortion. She says she didn't know where she was taken but remembers a green door and that she came to smelling food like a bakery.
Phryne comes out of the baths and meets up with Dot and Cec and Burt. Dot tells her what she has to do to get the abortion and says Madame Breda gave her a package with pink powders in which turn out to be cocaine.
The next day Dot is waiting on Baker St to be picked up for her abortion. Phryne attempts to follow with Cec and Burt in their taxi but it wont start. They get it started eventually and Phryne offers to buy a new taxi. They follow the car to an alley way.
Inside Butcher George comes in to see Dot with a set of rusty tools
Back outside Phryne, Cec and Burt chase down the alley way looking for the green door
Back inside Dot tells Butcher George she is not pregnant and is held down. Phryne bursts in just in time and Cec punches George for what he did to Alice. Phryne then asks the other thug how he knows Breda.
Back home Dot is calming her nerves with a cup of cocoa. She asks what will happen to Alice as getting an abortion is illegal. Prhyne heads back out and tells Dot if she is not back by midnight to phone the police.
Phryne and Burt go back to the chemist and see Sasha and two men head into Madame Bredas. Phryne looks for a way in and climbs up onto the balcony and asks Burt to go for help but before Burt goes he is chased by a thug.
Phryne enters the building and checks out a cabinet it is full of boxes imported by John Andrews inside are the pink powder. Phryne hears a commotion and sees a man beating up Sasha. she draws her knife but another man captures he and locks her in a sauna with Sasha. Phryne tells Sasha about the John Andrews imports and after a while Lydia comes in. Lydia says her family lost everything in the war but then she married John but he was a hopeless business man so she built the cocaine business. She says she killed John as she wanted her old life and money back but John wouldn't allow it. Lydia orders Sasha and Phryne stripped and turns the sauna on hot
Meanwhile Burt wakes up from a beating in an alley way and runs for help at the police station.
Cut to Phryne who tries to picks the door lock to no avail.
Cut back to Bert who tries to get the police on side but Jack wont listen.
Cut back to Phryne who finds where the steam is piped in and closes off the valve.
Cut to Dot who realizes the time and phones for help. Jack realizes that Dot has corroborated Bert's story and sends police to help Phryne. They are rescued just in time.
The next day Dr Mac wakes Phryne and asks how she knew that it was Lydia. After Phryne explains she has a meeting with Premier Hogan to try to keep Janey's killer in jail.
Later that day at at tea Dot tells Phryne that she will take the job just as Cec and Bert arrive. The police arrive to tell Phryne that after she escaped the turkish bath set alight and Phryne drops a bombshell that she has started a new business as a lady detective.