The Remnant was not the only one searching for information on Zane. After losing two of her missionaries, the Goddess had quickly dispatched spies of her own to New Reno to search for the men responsible for the deaths of her adherents.
These spies were specifically given the orders, not to mention any association with Elysium, as New Reno appeared to be hostile towards the Goddess and her many followers. Instead, they were tasked to dress and act like normal survivors of the wasteland.
This was not an exceptionally difficult task as the Cult of Elysium was only a few months old at the most, and most people remembered their lives before becoming a member. And because of this, they blended in quite well with the other survivors of the land who constantly battled their way through the ruined streets of Reno in search of resources and power.