How does "the invisible thread" link otherwise unconnected characters in Mrs. Dalloway?

Quick answer:

Some examples of how the invisible thread that links otherwise unconnected characters in Mrs. Dalloway include the motorcar that pulls up in front of the florist shop where Mrs. Dalloway is buying flowers, the old woman singing near Regent's Square Park, Peter thinking about Rezia and Septimus as he passes them in the park, and Clarissa hearing of Septimus' suicide at her party.

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Mrs. Dalloway and Septimus Smith are connected early in the novel by the invisible thread of the motor car that captures everyone's attention as it pulls up to the sidewalk in front of Mrs. Mulberry's florist shop, where Mrs. Dalloway is shopping. Septimus happens to be on the street too as the car stops:

Mrs. Dalloway, coming to the window with her arms full of sweet peas, looked out with her little pink face pursed in enquiry. Every one looked at the motor car. Septimus looked.

This event links unconnected characters. Everyone near it in London is attracted by this car with the dove grey upholstery that is said to hold someone important.

Peter Walsh likewise connects with Rezia when he sees her with Septimus in the park. He thinks about the domestic drama he witnesses:

And that is being young, Peter Walsh thought as he passed them. To be having an awful scene—the poor girl looked absolutely desperate—in the middle of the morning. But what was it about, he wondered, what had the young man in the overcoat been saying to her to make her look like that; what awful fix had they got themselves into, both to look so desperate as that on a fine summer morning?

Peter's response is an example of dramatic irony: we as readers have more of a sense of what is going on with the couple than he does. Nevertheless, there is a moment of connection as he notices them and thinks about them. The shared proximity of the city draws them together.

Peter and Rezia are also linked as they both respond to the old woman singing near the park and the tube station. The old woman draws a reaction from both of them:

Peter Walsh couldn't help giving the poor creature a coin as he stepped into his taxi ...

Rezia calls her a "poor old woman" rather than a "creature" and takes the time to wonder where she sleeps at night.

Mrs. Dalloway hears at the party from Sir William Bradshaw that Septimus killed himself that day. She has never met Septimus, but she nevertheless feels a sense of connection:

She felt somehow very like him—the young man who had killed himself. She felt glad that he had done it; thrown it away.

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