Summary: What did the Marquis' return really involve? And how come he didn't seem to bleed?
The Marquis de Carabas does not sleep.
He has never slept more than he strictly had to, but now he doesn't sleep at all. He doesn't need to any more, he's discovered. Since his murder, he seems to be something more - or less - than human.
Perhaps it is simply that now, his body is beginning to reflect the cold monster his mind has always been, instead of the elegant appearance he has always displayed.
He spends his nights, like his days, walking the Underside, guarding his fiefdoms, seeking out those who need his favours. Wishing he could die.