I'm so glad I've 'discovered' Mary Roberts Rinehart. I've only read a very few of her works so far, but the ones I've read have been well worth it.
Locked Doors is a short story, but published on its own by Dell back in 1941 (though first copyrighted in 1914). A nurse and undercover agent for the police, Miss Adams takes on a queer assignment watching over two perfectly healthy boys, who are never allowed to leave their nursery. She and the boys are locked in at all hours, with windows nailed shut, and parents who stay up all night watching the stairs with abject terror.
Short the story may be in pages, but long in suspense, and fast in pace. If you can find this story anywhere, I highly recommend it; I promise you, you'll never see that ending coming.