[X] Don't explain yourself, at least at first, and just jump into questioning them. Once you know something about their culture and how they learned NorthAm, you can figure out what story to tell.
Questions like, "What is the fated pilgrimage?" and "You are using words unfamiliar to me, where did you learn them?" or "May I speak with another of my kind in this matter?" could probably go a long way. If your holder thing gets damaged that's probably bad, right? Lethal?
If they refuse to answer your questions, then you should be direct, but you want them nervous enough to stay respectful without being scared enough to lash out, and if worst comes to worst you can request to be returned to the building you came from, right?
....
Whoops, looks like I missed the cut. I should've read the next... 2 pages? Wow. Well, no matter what I'm eager to see how this plays out. It's proving to be an awesome story so far and Ayax is totally cute, so I hope it keeps going.