We *do* have the authority to barge in and arrest him. If the count or anyone else tries to stop us they are aiding a traitor, which would only help our case against the count. I'm not against doing it at a good moment, but this is not a kidnap, it is an arrest.
Authority. Hahah. Authority! You're grabbing the first and the most inculpatory domino in the fall of the Count, and you've got authority on your side. Good luck with that. So the count stops harming you because he doesn't want the suspicion of being a traitor, and he lets you leave with the certainty of being known as a traitor hanging over him!
The Gerv PlanI'm going to assume an in-the-city scenario here, but my preference is outside the city.
We dock as evening approaches, chat around about our wedding preparations, and then go to the place that the Rat has set up. The merchant is captured somewhere outside his house, preferably near the dock. We announce his arrest, flash the paper, but mainly anticipate a struggle and be willing to kill any followers that the ruse has not peeled off.
I'd prefer killing them anyway, because they run to the Count. None of you would allow that. Now we have maybe twenty minutes to get on our boat and leave. The docks are on a river bank, so the harbor is not enclosed in a defensible bay from which escape would be difficult. No problem. We escape.
On the boat, we rough him up. We get the info, we put it in a note and shoot it at a rendezvous downstream, where one of the rat's most unassuming boys is waiting. He walks back to the city, and the Rat effects the rescue sometime during the night. This part is a little iffy, true, but it's the least critical part. If the boy is discovered, or the Rat's men find opposition only trained warriors can handle, it's finished. But we tried in pursuit of the Duke's request.
More important is us and the merchant. We're sailing down the river at a good clip.