There's nothing outside the diner except Madeline, so head on inside and see what you find.
Hint 2
In addition to Joe Gould and Joseph Mitchell, you'll find a locked door. There's nothing unusual in the dining area, so what you want must be in the kitchen behind that locked door.
In the kitchen, at first glance there doesn't seem to be anything unusual in here either, except for that weird whispering. See if you can track down the source of that mumbling.
Hint 4
Did you realize there are actually three ovens, left, center, and right? Right and left are empty.
Hint 5
Open the center oven, and there's your link, which is somehow a piece of the Countess. Now just take it --
Hint 6
-- but of course, you can't. It tells you that it will only come out if you can find it someplace safe and warm to hide.
Hint 7
You need something hot and portable. Auntie Lauren could solve this problem in a redhot second; she was a chain smoker.
Hint 8
If you talked to the two Joes, you found out that Gould desperately wants a cigarette; Mitchell has some but won't share because when Gould gets a cigarette he never shuts up.
Hint 9
However, when you unlocked the kitchen door, Gould followed you in. Mitchell is now alone in the dining area.
Hint 10
Go talk to Mitchell when he's alone and ask for a cigarette, and he gives you a whole pack.
Hint 11
In the kitchen, give the pack to Gould, then talk to him again and he'll give you one, pre-lit.
Hint 12
Use the lit cigarette on the center oven, and you've got your link, in the form of a lit cigarette with an eldritch blue glow. And it's time to go home.