[X] Try to play mediator and find a middle-ground. You'll need to convince the bandit that it's in his best interest to tell you what you want to know as well as convince Mary that killing him won't solve anything. It won't be easy, but if you can make it work…
-[X] "Mary, what's stopping him from lying to us just to make the pain stop? This can't be the best way to get information out of him. But if we offer him his life if he tells us what we want to know..."
--[X] (Ryza lying through her teeth) "And you know I have that spell that tells me whether someone's lying, right? So he'll tell us the truth, or I'll stop trying to save his life and let you have him since clearly he won't tell us what we need to know no matter what we do."
Even from the most amoral viewpoint, torturing this random bandit will get us exactly no reliable information. But if we play Good Cop Bad Cop...
There is a risk that the Whitewings won't play along, but to paraphrase what GreatWyrmGold said: if they're so bent on torture that they refuse to use a non-torture-y option when it's presented to them, then we don't want to play along with them anyway.
Assuming the Whitewings play along, I imagine this man will believe us when we say we have a spell for truthtelling. The odds of him knowing enough about magic to be able to refute our claims is... low enough for this to be worth trying, I'd say.