Dying for Christmas

I am missing. Held captive by a blue-eyed stranger. To mark the twelve days of Christmas, he gives me a gift every day, each more horrible than the last. The twelfth day is getting closer. After that, there'll be no more Christmas cheer for me. No mince pies, no carols. No way out.

But I have a secret. No-one has guessed it. Will you?