What does Marshall know and keep to himself in "The Egypt Game"?
The first time the children sneak into the Professor's backyard to play the Egypt Game, it is only Marshall who notices that "the curtain on the small window at the back of the Professor's store (is) pushed very carefully to one side", and that there is a "figure that (is standing) silently behind the very dirty window in the darkened room". Marshall has "very sharp eyes" to notice this, and because even at four years old he can always be trusted to keep a secret, he keeps this information to himself until the end of the story (Chapter 5 - "The Evil God and the Secret Spy").
The Professor surreptitiously watches the children at their game frequently, and only Marshall is aware of his observation. The little boy senses that the Professor is a benevolent figure, and probably senses also that the Professor does not want his presence to be known. When April is accosted in the yard and is in need of rescue, Marshall turns to the window where he knows the Professor is watching, and silently appeals for help, which the Professor provides. Later, when April is safe, Marshall explains that the man who "said 'help' to save her is "the man who watches us all the time...he was looking out his window, like always" (Chapter 21 - "The Hero").