"American Horror Story: Roanoke" Episode 3 arrived this week. Lady Gaga's role is still a mystery, and the latest episode left more clues, mystery, and one character died.

In Episode 2, Lee Miller's (Angela Bassett) daughter, Flora, was missing, but it is not sure if her daughter is dead or alive. Lee, Shelby Miller (Sarah Paulson), and Matt Miller (Cuba Gooding Jr.) searched Flora in the woods, but they only saw Flora's jacket at the top of the tall tree.

In Episode 3, Lee's ex-husband learned that Flora is missing. The estrange couple argued again. After the fight, Lee's husband found dead in the woods.

Shelby and Matt are reviewing the video. Shelby suspected Lee was behind the murder of her ex-husband. Lee learned that Shelby was suspecting her. During their discussion, a strange psychic named Cricket enters their home.

Flora mentioned Priscilla in Episode 2. The mysterious girl is actually a dead 16th-century child, Cricket revealed to Shelby, Matt, and Lee. She told the Millers that the house is haunted by spirits lead by "The Butcher" or Tomasyn White, the first lady of the Roanoke Colony (portrayed by Kathy Bates).

The colonists rebelled, and they killed Tomasyn. In desperation, she offers her soul to a mysterious woman (Lady Gaga). The mysterious woman retook control of the colony.

The episode becomes strange after the confrontation with spirits. Matt disappeared and Shelby searched him in the woods. While walking in the woods, she found Matt copulating with the same mysterious woman.

Shelby and Matt returned home and they argued. Matt had no idea about the accusation, and the episode ends after police arrested Lee.

Meanwhile, Evan Peters is one of the actors that will return in "American Horror Story: Roanoke." In episode 3, he hasn't appeared yet.

No doubt that Peters has gained fan bases because he appeared on "X-Men: Apolyspse," and "X-Men: Days of Future Past." So it means, fans are waiting for his return.

Unfortunately, Peters didn't appear on the third episode of "AHS." Some fans were anxiously waiting for his arrival, according to Romper .

"X-Men" star's role on "AHS" Season 6, is not yet revealed. There is a fan theory that he could the "Piggy Man," Bustle reported.

If you miss "American Horror Story: Roanoke" Episode 3, you can watch the replay via live stream at at FXNetworks.com or the FXNOW app.

Watch "American Horror Story: Roanoke" Season 6 Episode 4 trailer,