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Thanks! Ideally, you saw the guy who came running from the ship, and then you should go back to it to check.

I'll comment below on what should happen next, but it's a bit of a spoiler:

You realize you’ve been stolen from, and then you return to the town to ask the villagers if they saw anything.

After talking with all of them, Stache (the Milo guy) sees you're not a threat and lets you pass.