Answer him truthfully
From Create Your Own Story
You tell him the truth. To do otherwise would be dishonorable and result in shame.
"The Sniper is in the armory, but so are a few other guards; I'll help you get there but after that, you're on your own."
You go up the stairs and end up in one of the corridors leading the the armory. There are no lights other than the fluorescent ones emitting their radiant glow from the Armory. The doorway to the armory isi n sight and your RED friend walks in, revolver cocked. You wait a while but then hear a struggle and decide to go see what's going on. The Sniper is in front of his weapons locker with his foot on the back of the RED spy. He's aiming down his sights but then notices you in the far corner. Before he can say anything you instinctively shoot at him....but nothing happens. You wasted your last bullet on the RED sniper!
The BLU sniper turns his rifle toward you and pops your skull with a well placed bullet. It's an awful feeling. You were so close to wrapping eerything up nicely so no one would suspect anything but at the last moment, you failed. The whole incident is now referred to as the Spies vs Sniper incident. The entire Spy Network and it's operations are now put into question by world governments and very soon the network as a whole is disbanded and its leader trialed for war crimes. Within 5 years, the spy becomes a fable, a myth, to scare new recruits.
The End