We wanted to come back with some specific questions for him before threading out the interaction. If you need something different, please let us know, but otherwise, what they'd be coming at him would be something like this:

1) How long have you stopped working for the thieves' guild; did you leave of your own accord/were you kicked out--and why?

2) Have you ever done any dealings with people wearing masks with keyholes as eyes?

3) Did the guild have anything to do with the disappearances in Nott? / do you know who did?

4) And then, with an emphasis on torture by this point, because Lucifer doubts he'd answer without threat to his life, pushing further on #3: have you ever traded in people/ did you trade Summoned / if not you, gives us a name because I won't kill you if you do, but I will kill you if the lead doesn't check out

Natasha would start the questioning, but it's likely they'll alternate a bit in pressing for answers, see what gets them more, the carrot or the stick. Although by the time Lucifer gets really threatening, all she'd have to do to portray the good cop is keep him back from the prisoner, probably. Which she would, if he showed himself likely to cooperate better with carrots.

If you need this adjusted or changed, pls let us know!