Ask openly about the stone

You find an innocent nun and ask her about the church, you try to lower your voice to don't catch unnecessary attention. You tell her that you are looking for a magic stone, an artifact from another world.

Unlike the others, her eyes hold a flicker of fear, and she's not wearing any holy symbols. When you whisper your question, she takes your wrist, her voice is rushed.

"You must become a nun, or they will catch you. The priest is working for the local lord, and they will never give you the stone."

She quickly moves and pretends to be lighting some candles, at the same time, a group of five priests enters the room.

One of them is wearing a breastplate with a sun in the center, he's leading the march and asks you "You are an intruder here, the divinations say that you are coming with trouble for our city, you are under arrest."

They are numerous and well armed to fight them. Even if you win an impossible combat, the whole guard will be chasing you.
You can try to escape, or you can say that you want to become a nun.