He walks amongst darkness doing so, but the tape player not too far away is illuminated – foreshadowing that Meredith was over by the player earlier and stole all the tapes. The chiaroscuro lighting scheme here pointed exactly what was going to happen. Furthermore, the camera tracking left showed us there was more to Caul's movement, along with the composition. Being so far from him as well as his up and down motions to get something off the floor paints us a clearer picture of his isolation. We know he is alone, in the dark, and his treasured tapes have been taken from under him.
Caul then realizes this after calling out her name, and we have an extreme close-up of the tape player to see Caul's frantic search for the answer of if the tapes been taken from him. He rips open the machine, pries all the cases free, and it is revealed in full to him what has been hinted to us. In this shot, the chiaroscuro lighting illuminates just half of his face, and we can infer that is because while Caul is now aware the tapes have been taken from him, he is not definite of what is to happen. From there we cut to the next day presumably, and the shot changes from an establishing to a full shot of Harry, centered, at his desk. This is done by panning over to him from another part of the apartment and tightening up on him. The way this shot is executed gives us the feel of a security camera and the way it operates. It is like a nod saying, "The tables have been turned, surveillance expert." Also, by incorporating the Ken Burns effect (tightening up and panning over), we are of course acknowledging famed documentarian Ken Burns himself, making Caul seem like the focus of a film, beyond what is normally done. Compositionally, him being centered in the frame again shows us him being alone, but as we go tighter and tighter with the frame, it becomes clear that this is Caul's paranoia. We are getting more and more in his head.