Ask her

"Sansa where should I take you?" You ask.

Sansa surprised by you asking her says, "Is this a trick? Are you trying to give me to the Queen?"

"mmm I didn't thought about that. Maybe I should take you to Cersei." You saw the horrify expression on her face then said "I'm kidding. I am already invested in your safety. So please tell me where I can take you."

Sansa bit her lower lip thinking if she should trust you.