None of this was real. But I’ve learned that just because something isn’t real doesn’t mean it’s not… — Ben Aaronovitch

I asked whether the High Fae came into the pub.

Lulu gave me a crooked smile.

“High Fae?” She asked.

“You know,” I said. “The gentry, elves, those posh gits with extradimensional castles, stone spears and unicorns.”

“You mean them what step between worlds?”

“Could be.”

“Who walk on paths unseen and wax and wane with the moon?”

“Them sort of people,” I said. “Yeah.”

“Not in here, squire,” she said. “I run a respectable pub.”

“Anything else to report?” he asked.

“A creeping sense of existential dread,” I said. “Apart from that I’m good.”

Nightingale ignored that thread because when the suspect - I mean interviewee - wants to talk about something it's a good idea to frustrate them a little bit. That way you can get more later than they intended. Seawoll calls it the 'fuck all the cows' interview approach.