3C

Lady Prescott said to Sir Nigel on the night he disappeared, ‘Please Don’t Do This’, then rode off on her horse alone shortly after Sir Nigel had rode off. Any thoughts on this?

I think Lady Prescott rode off to see Francis because she was upset. Not sure about Nigel. Maybe he went to confront Francis thinking he was having an affair with his wife.

I thought he might be headed off to confront his brother Francis as I think he's the "unsuitable suitor" and the father of Nigel's heir

I think he was going off to confront the actual father of the baby, presumably Francis.

I thought he was going to confront Francis, the father of his wife's baby.

I concur with all of the above.