The Bureau of Investigations Institution allows you to place an ally in Protective Custody "when a player is instructed to return an ally card to the box."

My interpretation is that allies returned to the box as a result of the Terror Track increasing would not be placed in Protective Custody because the ally does not belong to a PLAYER. Am I right?

I don't think so. It's extremely rare that allies belonging to an investigators are to be returned to the box so that the ability of the Bureau would be mostly useless. So, long story short, yes, allies killed by terror can be not returned to the box but placed here instead.

My interpretation is that allies returned to the box as a result of the Terror Track increasing would not be placed in Protective Custody because the ally does not belong to a PLAYER. Am I right?

Technically, it doesn't say the ally needs to belong to the player, only that a player is "instructed" to move the ally to the box. Therefore, any effect that "instructs" a player to move an ally to the box - regardless of who, if anyone, owns that ally - would qualify that ally for this Protective Custody.

All allies sent back to the box must have been moved there by a player, per instruction, since the game can't move itself.

(Or can it!? @_@)

I know for a fact that Julia is correct because I was once instructed to move to a box and was allowed protective custody (of the box) instead, and that was without belonging to another player. My cat has the exact same experience and he technically belongs to me, who is a player, so we have here an example of either case.

Beware if you have friends named Charlies. Charlie can still gain cats returned to the box.

But it your cat goes in the box, please be kind to clean the box when your cat is finished. ..

I sense Schroedinger being intrigued...

Wow! I wasn't implying that one would see the cat as both dead and alive... This is pretty deep for a gaming forum

All thanks to the Big Bang theory (and possibly the mad geophysicist I married...)

Ok, hang on. So if the cat goes in the box and is alive, he is in fact Charlie, the mad geophycisist. But if he goes in there and is dead, I should clean the box?

Cleaning the box would be nice in any case, you know, Ulthar's laws are clear, and we need to behave

My wife says I'm like Leonard. I was flattered because he's the most normal one.

What does the law in Ulthar say about cleaning boxes? I can sort of see how it modestly started with "no cat killing" and swiftly deteriorated with "tuna every thursday" and "at least three hours of petting a day", probably ending with "unlimited supply of nip, carried forth by human slave at feline whim".