You'll be at the back entrance of Bodhi Spa. After a short conversation with Alfred you'll investigate the door and the area around it.
First using heat thermal vision you'll see someone going down an elevator to the far left. Then while using cold thermal vision you'll see the alarm junction to the far right.
After that you will be found by Bane and taken to Harley.
You'll end up after a "talk" with John to either confess or say it was Catwoman. Whoever gets the blame will end up in a freeze chamber. End of episode.