The title, "Mistress," sets up the situation: the speaker seems to be a kept woman, or at least someone in a relationship where affection has a price. A "rough gentleman" pays for her heart, and the phrase is already a contradiction. He is polite and coarse at once, and the poem doesn't say which side of him is true. Buying a heart is also an odd transaction, since a heart is supposed to be given, not sold.
The second stanza is stranger and more interesting. "Alone and not alone" captures the feeling of sitting beside someone while remaining separate, close in space but not in spirit. Then comes the image of "a place to lay a wall." It suggests a spot where a barrier could go up, or a foundation for one. The speaker doesn't sound angry or tearful. The tone is flat, quiet, and a little numb, as if she has accepted the arrangement. The mood is cool and guarded, with loneliness underneath.