Tell him you couldn't find them.
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From: What Will You Tell Him?
It's for the best.
Unlocked with 
Shadowy 28
Success
Gone forever
"Bleedin' 'ell. You were me last 'ope. I s'pose they're gone fer good, then. No 'ope of findin' em. Well, yer 'eld up yer end of fings, so 'ere's yer scraps." The urchin retreats to your roof to consider the cruelties of fate.
Subtle is increasing… (+1 CP, up to level 5)
An occurrence! Your 'Befriending a Rooftop Urchin' Quality is now 8 - The whitest of lies!!
You've gained 8 x Certifiable Scrap
