how did the book end?

No Percy doesn't get caught. Marguerite awakes to hear the beaten Jew cursing -- in a clearly British accent. She runs to him to find that the Jew is indeed Percy in disguise. She frees him, they rejoice over his cunning, impenetrable scheme, and indeed, as the final part of his plan, Sir Andrew arrives, having followed his orders, to take them both to the returning boat, which soon sets sail for their home in England.

The novel ends with the resolution of both plot strands -- the reconciliation of husband and wife and the restoration of confidence between them, and the freedom of the remaining fugitives from the terror of the French revolutionary masses.