"I've been in your position," you say. "I was just an unknown fighter until I got picked up by Stormwind, and I'm much better off for it now. Trust me, Stormwind doesn't abuse people." The thug eyes your visible items of value, seemingly evaluating if you're indeed better off than where he is. "Yeah, all right," he says, and follows you to nearby, where you find a set of Stormwind investigators. "I surrender," he says, putting up his hands. "Great," says the most smartly-dressed of the investigators as the other two awkwardly tie up the thug. "That'll save you a headache later." "So what do we do with him, Laine?" asks the investigator who's worse at tying up the thug. "We find out what he knows," says Laine.
Try to keep the thug calm. That should make him easier to interrogate. Try to force a confession out of him before he gets too comfortable. See what Laine's plan is. Let him deal with the thug...at least to begin with.