You move to within whispering distance of the visible member of your group, then ask, "Say, do you know anything about what the boss, VanCleef, expects from us? I think I might have missed something." Your party member shrugs slightly, then says, "Couldn't say for the rest of us, but I had the same initiation you did. I'm as in the dark as you are." A guard seems to be heading your way. It's probably a good idea to return to your original hiding spot. Back in the safety of the spot you took when your party arrived, you again have time to enact any options you may have left.
Tell the local command of what you've learned. If you've been here for your former faction of Stormwind all along, now is the perfect time to re-assert those loyalties. Wait until a good time comes to covertly talk to the locals. Whatever your true loyalties are, the ones you seem to hold now may still gain you something. Wait for further commands from the Defias. There may be nothing to be gained at this moment.