"What do you mean she's not in Italy?" Niko questioned Alvin over the phone. Because of Liam's request, Yusef talked it out with Niko and they immediately sent a message to the butler but he didn't give a response. When they contacted Lucas, he said that she was taking her punishment for disobeying her order. However, he didn't specifically inform them where she was. They thought that she was just sparring with the other members of the org or fighting rabid dogs once again.
Since they couldn't get anything from Lucas, they called their close friends who might have some idea of Sofia's whereabouts. To their horror, none of them knew anything. It's when they thought of contacting Alvin who was previously saved by Sofia.