Sigrid's conversation with Katia consists of the Oblivion "Persuasion Wheel" options (Joke, Brag, Flatter, Coerce).
Dmitri bringing up the Kvatch Mage's Guild seemed really reckless at the time. But given what we know about their guildleader, and what it is implied that he might know, too, perhaps he was actually trying to pull one over Gharug Gro-Upp by suggesting he sell his wares there. He assumed that a non-mage wouldn't know about Sigrid's dark side, and wanted the orc to go to her so that she could rob the highwayman blind! But he must have already been swindled by her once before or something, and saw his scheme!
The second part of this is supported by Stephane revealing that one of Sigrid's past good deeds being conning a highwayman out of a precious diamond. If the highwayman in question really was Gro-Upp, it would give him a perfectly valid reason to be wary of Sigrid and Kvatch.