The romantic interludes from last week’s steamy “Above the Vaulted Sky” linger slightly as “Glorious Horrors” opens. From breakfast in bed to a bit of vanity, our beloved characters venture out for a seemingly “splendid” day only to have it marred with bad news and ill wishes. Meanwhile, danger is afoot in London and our friend John Clare (Rory Kinnear) finds himself in a bit of a predicament with his new employer.