He just ... keeps trying until he finds a way to slip his way in, and then he runs with it. It's highly entertaining, watching him adopt personalities and lies on the fly as he worms his way toward his goal, and you would think he was getting in over his head by the time he gets to Merragio himself, but it turns out that there might be no such thing as "over his head" for someone like Locke. He has the skills to bullshit his way through just about anything if his target is unaware.

Watching him go into that building with nothing, get completely frustrated and defeated twice, but push through and walk out with money and a fine set of clothes, ready to take on the world, was highly satisfying.

Getting to see Jean unleashed on the sisters was pretty great too. I might be wrong, but I think that outside of the spider scene this is where we first get to see how truly deadly Jean is. He may be big and genial and bookish, but the man has serious fighting skills.

Regarding the duke, I could be wrong, but it's funny because I don't think we ever actually see him or meet him in the entire book.

And as for the interludes, I generally like them, though I had the feeling that a lot of these later ones don't have much to say. They give some nice background for the city, but I don't know if any of it is necessary. They sort of feel as though they've been included because the interludes were part of the narrative pattern so he needed to write more to fill the spaces. In the second book, he actually just plain stops using interludes once he tells all of the flashback story he needs to, meaning we have interludes for the first several chapters and then none for the rest of the book. I think I prefer it that way, even though it unbalances the structure.