Since we don't have much information about the 'captured caroline' story, it's hard to say exactly who Caroline is. She could be the protagonist, a victim, or a key figure in some sort of adventure or mystery.
Without more information, it's hard to say who Caroline and Nicolas are exactly. They could be ordinary people with an interesting story, or they could be characters in a fictional narrative.
Holden's location at the end of the story varies depending on the interpretation. Some think he might be on his way to finding some sort of inner peace, but it's not explicitly stated.
At the end of the novel, Holden is in a state of confusion and isolation. He finds himself reflecting on his experiences and questioning his place in the world, perhaps symbolizing a need for inner healing and growth.
Well, Holden's whereabouts at the end of the novel are not precisely defined. It's a bit open-ended, perhaps intentionally so to make us think more about his journey and state of mind.
Holden is sad mainly because he struggles to fit in and finds the adult world to be fake and unfulfilling. Also, his sense of isolation and the loss of innocence contribute to his sadness.