Bullshit his way out.

If there is one thing Alexander has learned it's that what you do matters less than whether you do it with confidence.
Now he'd be the kind of guy who'd fall short of this advice more than a few times... but damnit if he wasn't going to get it right this time!

He furrowed his brow and pointed accusingly at Hailey, "What am I doing here, you ask? Ma'am, do you not realize this is the mens' shower? I should be asking you what you are doing here!"
"The fuck it is!" Hailey said as her patience fainted, "This is my towel. That I got from my locker. In the ladies' locker room. How the fuck would I get it if I took the wrong door?"
"...oh." But Alexander did not relent, "Why... did I accidentally take the wrong door? Now, I have no idea what's gotten into me! What you must think of me..."
"So where did you get your towel from? And your other stuff?" Hailey asked, "Did you friggin' break into one of the girls' locked lockers?"
"....no?" Alexander did not expect Hailey to be this perceptive at all, and almost immediately ran out of shits to bull.
"Oh.. so then you did get it from your own locker, which means you know exactly where you are and what you are doing, so what the hell, Alex? What the actual hell?"

"All right... listen to me here..."
"No. No, I don't think I will. Why should I trust anything you say when you've already lied once? In fact, just that you thought you had to lie pretty much confirms you were up to some weird shit... Ah, fuck it." Hailey grabbed Alexander's, twisting it behind his back and pulling him out of the booth before pushing him against the shower room wall.
Hailey was taller than most of the other female elves, but quite a bit shorter than Alexander. When it came to elves however, just one or two centimeters more was considered a significant difference in height. Hailey however had girth; she had mass, and quite the strong arm it seemed. Add it to the fact Alexander was neither ready for the sudden spring to action nor to be overpowered by someone of the fairer sex, and the result was inevitable. Soon he was lying on his belly sprawled on the floor, unable to push off the shorter elf on top of him.

"Stop squirming, you little pervert!" Hailey took out his own clothes from the bag and tied his hands behind his back with his own robes, "I'll just have you restrained like this so you won't do anything stupid... or run away before we've figured out what to do with you."

Shallow gasps of terror and desperation left Alexander's lips. Not only was he caught in the ladies' showers, but the situation escalated to the point of getting himself captured. Suddenly he looked up towards the captor straddling his back and said, "...wait. The... the others...!?"