Harry emerges in a forest, lying next to Ron and Hermione. Ron is drenched in blood and Hermione whispers that he got Splinched. Tears in her eyes, Hermione says that Yaxley grabbed her as they Disapparated, and he saw the door of Grimmauld Place—he can now enter. Harry pulls out Moody's eye. Ron wakes up and they decide to stay put. Hermione begins working protective charms while Harry pulls a tent from Hermione's bag. Hermione begins to say that her charms should keep Voldemort away, but Ron cuts her off before she can say the name and asks that they call him You-Know-Who.
At this point, Ron's discomfort with saying Voldemort's name reads as a reflection of the dangerous and uncomfortable spot the trio have found themselves in—they could've ended up in Voldemort's clutches easily had their infiltration gone any worse, and Voldemort seems even more threatening. However, it's worth keeping in mind that while Hermione and Harry think Ron is being silly, Ron has the right idea—saying the name alerts the Ministry—showing how Voldemort abuses fear for his own gain.
Harry and Hermione carry Ron inside and put him in bed. They discuss whether Reg and Mrs. Cattermole got away and then Hermione pulls out the Horcrux. Ron examines the egg-size locket, and Hermione says she's sure it's still a Horcrux. They all try to open it with no success, but Ron points out that he can feel a tiny heart beating in it. Harry puts it on and then steps outside to keep watch. Dinner is a sad affair and Harry is extremely hungry. He doesn't feel happy that they got the Horcrux and he begins to think horrible, exhausted thoughts. His scar prickles and he feels awful for Kreacher.
Having a piece of Voldemort with them certainly doesn't help the trio's sense of safety, which continues to suggest that immortality through Horcruxes doesn't really help anyone who wants to be actually human (which Voldemort, notably, doesn't want, but which the trio does want). The evil that accompanies the Horcrux begins to poison Harry's thoughts even more than his questions about Dumbledore, suggesting that this is even worse than Harry's doubt.
As he thinks that Lupin was right to offer help, Harry falls into Voldemort's mind. Voldemort asks Gregorovitch to give him "it" while he dangles the man upside-down. Gregorovitch says that someone stole it from him. Voldemort bores into Gregorovitch's mind and sees a golden-haired young man jumping out of his window. Gregorovitch insists he doesn't know who the thief is as Harry returns to himself. Hermione reprimands him for not practicing Occlumency and sends him inside to sleep. Harry tells Ron what he saw. Harry recognizes the golden-haired man, but he doesn't understand why Voldemort killed Gregorovitch without asking him about wandlore.
Harry's question of why Voldemort killed Gregorovitch without asking more questions shows that, at this point, Harry still thinks that he and Voldemort are both out for more information about wands—something that Voldemort has actually abandoned after his first brush with Harry, when it turned out that Ollivander didn't have correct information. This shows that Harry is now in a better place, as he's the only one still searching for information.