Nin is the listening type, less of a talker, and while she has authority here, she's never been used to waving it around. So she just nods at the pelt merchant when she talks about the wolves, as if her scowl is reserved for the wolves and not the lie, then ask her about her pelts. She spends some time letting the merchant show her various pelts and picks out one that she fancies while she waits for the other merchants to return to their own work. She lets the merchant do most of the talking while she listens and studies the pelts. 

When she feels like they've become sufficiently casual, and there's no one else paying close attention, she quietly brings the conversation back on topic. "I got the feeling there was more you wished to tell me, in private perhaps, about the roads. Did you see something else? I am only looking for information, you understand; you have my word that what you tell me will stay between you and me."