The characters are given the task of transporting a flask of highly volatile liquid a long distance. The flask cannot be shaken too much or it will explode. The adventure involves stormy sea-voyages, bumpy cart rides through densely populated towns and horseback combat. In short there are many opportunities for it to break and explode.
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.