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Dotsie and Sadie do not write for the Ankh-Morpork Times; they have been around quite a lot longer than journalism. The agony referred to is entirely real. The two elderly ladies provided protection for Ladies of Negotiable Affection for decades, before the Seamstresses' Guild and when the City Watch was neither willing nor able. Indeed, after the Watch did recover its strength it didn't need to worry about Seamstresses, so efficient and notorious were the Agony Aunts. The rare individual who might make a complaint after one of their interventions would be told by the Desk Sergeant that he was blessed to be able to do so, and not to press his luck.

The Agony Aunts maintained order in the "entertainment district" on the margin of The Shades by a policy of Eventual Assured Destruction (parodying Mutual assured destruction). They never hurried; they preferred to let a miscreant worry while they sought him out, but vengeance was as inevitable as sunrise. Eventually, their handbag and umbrella would come down like the Assyrian to the fold, and another example was displayed to warn other stiffs and lowlifes against troubling the seamstresses. Dotsie's unnaturally heavy purse was used for quick removal of any threat; Sam Vimes thought she probably outclassed Dr. Lawn in the narrow field of mechanical anaesthesia. Sadie's parrot-headed umbrella was a double-ended instument of terror which would provide much of the actual agony. The two were elderly more than thirty years ago and have probably retired (or died,) but their memory, with the strength of the new Guild and the improved Watch keep order around the Whore Pits still.

For Americans who don't get the joke, "agony aunt" is British for "advice columnist"