Lie.

Faking an expression of complete terror at his approach, you shrink back in your position on the counter, stammering out words like you're worried for your life. Thinking quickly, you try to make something up that'll be just believable enough to get this guy chasing the Tiefling immediately.

"That, that was a short range teleport. She's probably running for backup right now, you might catch her if you're quick. Maybe the watch bastion up the street?"

You've found the best lies are sprinkled with the truth. That was a Misty Step, so she couldn't have gone far, but was she getting backup? You have no idea.

He reads your expression for a moment, trying to ascertain your motives, before cursing and turning to shout orders to his men, having apparently believed you were telling the truth.

"Fan out and find her! Stop her before she gets to the Watch!"

Without paying any more attention to you, the leader and his allies go sprinting out through the door, giving chase to a person who may not even be present anymore.

Despite still being tied up on the counter of a bar, you find it hard to keep a sense of smug satisfaction from showing on your face. You set about trying to wiggle and work your way free from your bonds.