@ShadowOpal - Very good points that I think I can hash out with the player, thank you!
For additional background, the Fated in question here is in their late 20s, and has continued in the family business somewhat. Based on the player's backstory, I don't take them as a high ranking member so ShadowOpal's notes do resonate with that. They were sent Earthside to complete some sort of transaction and horribly botched it resulting in a violent breakout, leading them to seek return to headquarters and report the bad news. Our prologue game took place on the train into Malifaux and (despite all possible odds that I had anticipated) ended safely at the station.
The players' approach to the game completely surprised me (as it should!) and I have to write something entirely different than I had thought. I'm looking for advice on this Fated in order to incorporate it into further sessions. Their feedback indicated that they felt they should have been able to figure out more during the first session based on their Fated's background, so I'm trying to satisfy the player's wishes while maintaining balance to the game overall.
Thanks so much again! I'm already starting to feel unstuck and getting more ideas for further sessions. Please keep the insight coming!