To the guard.
"Nothing that sticks out to me. The merchant said that the kid following me was an orphan because of the man whom you just took from the room, Tres. That same merchant took an armored vest from Tres in their dealings."
"We travelled here with him, but I don't really know anything about him other than the accusations the merchant made. Tres helped us fight off pirates, and one of the 58 in our travels here, so I decided to give him the benefit of the doubt instead of blindly believing a stranger. I mean we all have things in our past we are not proud of, so I didn't think it a huge deal."
"Check out our story, you will see we are not lying and have done nothing wrong. Any chance we could get something to eat? I'm starving."