Whenever you manage to warn them without blowing your own cover, then when you and they refuse the mark and oath, you three get sent to a secluded part of the venue and Esheth shows up and uses her powers to force you, Met and Rina to take the mark, this is when Nico shows up to bust you outta there.
If you don't warn them and don't blow your cover then when you the only one to refuse the mark and oath, Eshteth forces you the same way but this time you actually end up getting the mark before Nico can recue you.
That scene at the shop doesn't really clarify if they are or are not working for SIN now. They could have been sent to the shop by higher ranking members on an errand. We have seen Charlie getting shit from the shopkeeper before aswell. He seems to be selling to all sides.