I think the theory comes from Lily's suspicious behavior. A strip club girl suddenly gets into B&R and joins HOT's because that's what the DIK's wanted. Yes, of course, we believe in it
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. She is very active and curious. It's like Lily is investigating: infiltrating the sisterhood, making friends and connections, gathering intel, and then going after Quinn and her drug dealing. And at the same time, with the appearance of Lily, a blue van begins to follow Riona. Weird coincidence. But I still think that this is a paranoid and conspiracy theory.
Lily is just very active and goes upstairs in her own way. And for now, her main goal is a good drug deal for the Pink Rose girls.
My theory is that the fed/cop agent is a non-obvious character. One that will not arouse suspicion by its actions.