I take a deep breath and start in on what I've been considering. "Alright. So here's the idea. I'm going to pose as someone looking to buy high end artifacts. I'm hoping this-" I hold my arms out and look down at the sneak robe. "Is makes it obvious enough that I have enough money to actually pay for said artifacts and zero me in as a good target. Instead of an adventurer, though, I'm thinking more like I'm gonna seem a little bumbling and careless. That way they don't get suspicious when I leave my 'coinpurse' exposed and ripe for the taking."
I lift the pouch with some of the water eaters, a few bits, some clockwork orange gears, and lastly my trick coin. "In here I have a few things, but one of them is very specific. Specific enough that I'm pretty sure I won't have any issues tracking it with this-" I pull out the compass of want from deep inside my clothes. "If we have to. But first, I want all three of us in a triangular pattern around the square. It'd be harder if there were only two of us since I'd have to worry about line of sight. Since there are three, however, one of you should always be able to keep line of sight with me. Periodically as I pretend to browse the stalls I'm going to rub the back of my head. It's sort of a habit I have anyway, so it should be convincing enough not to raise suspion about-" I hold my arm out and lift my sleeve, revealing the bell tied to my arm. "This. I'll flick my arm a little harder when I drop it to give this bell a good ring. It's another magic item. One that, when rung, reveals anything in the area hidden with magic. I assume that extends to pickpockets."
"In theory, if one of you have line of sight when it happens, you should see either someone just pop into existence or, if not that obvious, then should at least be able to catch the person advancing on me. Then we could have a signal or something and one of you could alert me if I don't see them myself. But if I do, or if I see them running away, I have-" I pull my mini crossbow from inside the robe. "This. Darts tipped in sleeper poison. I also have some rope, but I think maybe I should get a pair of shackles or cuffs or whatever you use. I'll take your opinion on that, though."
"The main issue is that this hinges on the thief targeting me. Even if they don't, though, and the bell still works it's possible someone recognizes them. I'll also have Ricotta here hiding in my pocket keeping an eye out, so if she catches someone me and you guys miss and for whatever reason they steal something besides the purse, I can't track the purse, or she gets lucky enough to catch them stealing from someone else, then her orders are to follow the thief. Then I can track her instead."
I look from each of the guards to the captain, and back to the guards. "Any questions or suggestions?"