Adrian's right-hand man Luke had infiltrated the Mansion without getting caught in an effort to see if Alice was actually out or not.
As he wasn't able to find her even after searching for a long time, his assumption was proven to be right. The guards actually weren't lying.
According to the Guards, She wasn't going to return for seven days. Only two days had passed out of the seven, and a wait of 5 more days was still needed, but Luke didn't wish to wait so long.
Who was to say that she would actually return in the end or not. He was somewhat in a hurry to finish this mission and leave since he didn't wish to stay in this country any longer than he needed to.
Longer stay only meant more chances of conflict with the Kings that worked under Aluren. He wasn't afraid of the conflict, but he had promised Adrian that he wouldn't engage them. He didn't wish to have to break that promise.