apologise for long post, Con needs to give up some of his background for his plan.
Okay, well... it seems to me that these guys are criminals. Not that they're breaking the law, but they're set up like a criminal organization would be. If that's the case then their main goal... aside from kidnapping elves, will be avoiding capture.
They'll have the important people set up in their base of operations, and they'll have look outs out. That's probably what these guys are. They meet potential buyers, scope people out to see if any of them are guards in disguise. That sort of thing. If things go badly the other look outs report to the bosses, and then those important people vanish. That's probably what the guy you saw in the market was doing Lil sis, keeping an eye on the other look outs to report back in case a deal goes south.
If it isn't a trap, and it's a meeting... well important people don't do the first meeting, expendable people do. They're either the newest recruits, or hired muscle, they could even be local. Maker knows I've been the "first meeting" guy a couple times.
We need to get to the important people, and for that we need to get the expendable people to trust us. Seeing as we're already suspicious, we need to give them a reason to risk trusting us, and there's only one thing we have that they want; elves.
If we can convince them that we took Davin and the others from Brethor, and that we think we'd get more use out of a couple of sovereigns then out of them.
Once our people are in, they'll get taken to where the slavers are keeping the rest of their prisoners, the rest of us can hit the slavers with a surprise attack while Lalin and anyone else who can pick locks can set the elves free. I don't have especially high hopes that many of the captured elves will be in a good place to fight, but if there are any who can help...
I'm not exactly married to the idea, but it seems like a better battle plan then "Send two people, and one or two hidden ones and then wing it." Seem to be doing a bit too much "winging it."