They haven't mentioned it in the manhwa so i'll state it here, the moment she didn't show up for their weekly stone reading hexion knew something was wrong, they have a weekly meeting and since he knew she would never miss it without some kind of notice he went to find out what's going on, so during this conversation he knows damn well that the father is lying and is trying to get the info out of him, keep in mind she was thrown in that room essentially the night of a stone reading so for 1 week he had no way of knowing.