No one knew about the note and Arianna knew that because she hid it away. Maybe it was a good thing the door was locked else it would seem suspicious asking who had left the note. Also, there was no doubt Elijah wanted her to be discreet about it.
That note was definitely from Elijah; she knew how he operated. He was the only man whose actions were unpredictable, unlike Marcel who liked to leave a signature behind.
Moreover, why would Marcel help her when he was the one that put her here? It was obvious what side he was on. Obviously. She would be a fool to expect a change of heart from him - she couldn't afford such hope anymore.
However, the thought that Elijah was close to her gave Arianna courage and peace of mind she hasn't experienced ever since she came here. This was a sign - a big one - that he was getting her out of here. She just had to be patient and play her cards well so she doesn't get in the way of his plans.