"Was there anything else?" you ask the thugs. "Well," says the first one, "we were going to attack Sentinel Hill. That's everything, though." "Well THAT'S important," says Captain Alpert. "Why didn't you tell us before?" The answer is fairly obvious. However, you now have a few options remaining:
Warn the people at Sentinel Hill. Help Captain Alpert INVADE THE DEADMINES! Instead of INVADING the Deadmines, try infiltrating them instead. You have a couple of genuine Defias thugs right here who should be able to help.