Recently, the nested Mach–Zehnder interferometer [Phys. Rev. Lett. 111, 240402 (2013)] was modified by adding Dove prisms in a paper [Quantum Stud.: Math. Found. 2, 255 (2015)], and an interesting result is that, after the Dove prisms were inserted, a signal at the first mirror of the nested interferometer was obtained. But, according to the former original paper, the photons have never been present near that mirror. In this work, we interpret this result naturally by resorting to the three-path interference method. Moreover, we find that even though the photons have been somewhere, they can hide the trace of being there.