|I'm an honest cop! Busting the Cooper gang will prove my innocence and show everyone that Constable Neyla set me up.|
— Carmelita Fox talks to a captured Murray[src]
Sly was contacted by a distraught Bentley, who told him that Murray, while out looking for a snack, was captured by Carmelita Fox. Sly was surprised that Carmelita had followed them way up north. He reassured Bentley that he would find Murray by following her until she went to check up on him.
Keeping his distance, Sly tailed Carmelita as she made her way through Nunavut Bay. Eventually, she led him to the location where Murray was being held. Carmelita asked Murray how he was doing to which he replied by answering her question and thanking her for the bag of jellybeans she had given him earlier. She declared that he would not be in there much longer – once she had captured the other two members of the Cooper Gang she would clear her name and reveal Neyla's corruption to INTERPOL.
After Carmelita left to continue her search for Sly and Bentley, the former confronted Murray at his jail cell. Sly told him his plan to break him out, but Murray told him that he first needed to pickpocket the three cell keys from Carmelita. He also warned Sly that unlike normal guards, Carmelita would feel him pickpocketing for the keys and chase after him. Sly located Carmelita, pickpocketed one of the keys, and made a hasty getaway when she felt him and gave chase. He repeated this for the remaining two keys and once he escaped Carmelita the final time, returned to Murray. Sly unlocked the cell door and let Murray out, who returned to the Safe House.
|Sly 2: Band of Thieves jobs|