‘The Last Laugh’

is another of Lawrence's supernatural stories, set in a dreamlike snowy London. The question left open is who the three people in the story saw on the snowy evening.

Perhaps Pan, returned to destroy the Christian God, as the church is destroyed in the story and to bring love to the frigid young woman in the form of a policeman who is prevented from leaving the house.

But why the other quite harmless, and Platonic lover, had to die is a mystery. Perhaps because he had made love to a Jewess? (Goodreads)