Like the mythical hydra, the Illuminati have many heads and even more hands. The minions of the Illuminati might work to their hidden master's ends without ever knowing the design of their work, or for whom they indeed work for.
A rather large armed group slowly walks the road. Unless you get to see what they transport, you could think it is a caravan with expensive goods, or the soldiers escort someone important. But this is a prisoner transport, on the way to mines, criminals on their way for punishment.
The soldiers may be willing to talk, the captain will have a few questions on you and the road, but they will keep distance, and part soon.