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
"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.