There are but four named characters in Mearle Prout's 'Masquerade,' and one of them exists only to remark about the mysterious figure robed as an Egyptian priest. It does take place at a masquerade dance or ball at some unknown house with a garden and a grove.

Our protagonist is a handsome, athletic young man named Donald. He's dancing with a lovely lady he doesn't know at the beginning of the story. The mysterious man asks if he may cut in. Donald doesn't want to, but he allows it. The young lady had pressed a card in his hand. It has the name "Leonorra Starr on it.

Miss Star and the mysterious man are no longer in the room. Donald looks for them in the garden when he hears a scream coming from the grove. There he sees Leonorra Starr and the man, whom she calls 'Ozaman,' locked in a deadly struggle. Ozaman has a knife ready to stab the lady.
Can Donald reach them in time?

The ending didn't surprise me, but it's a reasonably effective story. I listened to it on the 'HorrorBabble' YouTube channel. I thought the narration was well done. It was originally published in the Feb 1937 issue of 'Weird Tales' and has apparently been reprinted in 100 Wild Little Weird Tales, selected by Robert Weinberg, Stefan R. Dziemianowicz, and Martin H. Greenburg, published by Barnes & Noble in 1994. ( )