I supposed cops as well at first, with Lily being an undercover agent (and she got the information about Vinny's name from Tommy in a very subtle way).
But if those aren't cops, and Lily is involved, she could be part of a rival gang or mob.
Lily is collecting information from inside while others cops/mobsters are following Riona, because she's the one that deals drug in the streets.
In case of mobs, the same people could have stolen from Quinn in a past episode. But I think that robbery was made by Vinny, it seems to me both wear a similar attire, I just have to confront with the robbery images (episode 6 maybe?) but at the end of episode 8 he has got a hoodie and jeans, as the robber did.