"I don't think they're lying." It's a kind of denial... conditioning... patronising thing they're doing. Nothing is wrong dear, you will love this town and the family in your home sort of thing. It's a different kind of lie compared to saying 'No, I didn't see anything at midnight on New Year's Day' outright.

"You're right, but. Not sure we can trust each other either." They haven't exactly all banded together and tried to make a coordinated, concerted effort to either escaping this town or attacking their captors or anything like that. Bucky doesn't blame anyone for that - he's a bit of a lone wolf himself, prefers to suffer alone.

"I'm looking for the medic." Whether that's just a proclamation of what he's doing or an assumption that they both saw the same thing and a request to work together isn't clear from his tone.