Swamped

You start by looking for something fancy and metal, since your concern is less a matter of if they're using magic and more a matter of if they're involved with this wizard. If they're just some scoundrel who's gotten ahold of some magic boots or something, well, that's not as pressing. Or at least, it requires a different response.

The first thing you notice is that, for someone who's supposedly bringing in big bounties, their outfit is rather shoddy. Then again, you probably wouldn't wear anything fancy to the desert if you had a choice in the matter, and it probably keeps them from sticking out too much. Still, it strikes you as odd considering the rest of their story.

You don't see anything metal at all, except their belt buckle and a few buttons. None of which looks like it might be particularly valuable. You also spot an empty holster on their belt, and the torn remnants of a bag... probably Rider's doing. Maybe the bag had crossbow bolts in it?

And that gives you a thought. They haven't tried to escape yet, despite clearly not wanting to cooperate more than necessary. If they had a magic item on them to run faster, surely they'd just need a minor distraction to get a good distance away. But they don't even seem to be trying.

So what if that's because they don't have the thing any more? Maybe it was the crossbow.

Well, then you'd have to go all the way out to wherever Rider found them to investigate... unless there's magic in the bolts. And you do have one of those right here.

You head over to the Protectors.

"I'd like to see if that bolt in your arm has any magic," you say. "Is that all right?"

The only response you get is the female Protector pulling her arm back. So, no then.

Now what?