You hurl your sword after him, point-first. It misses as you intended, but the effect succeeds. The thug freezes up. "Now you've done it," you say as you come after him. "It's time to turn you in to the law to find out what you know!" You forcefully take him over to some nearby men in Stormwind tabards. By this time, the thug seems to have realized that he can't resist. "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.