Cesare knows there's something off about that. If Lydia is talking about the Nancy he knows, she isn't in a coven. She's in Islington Nest with him. And Cooper but that's not the point right now.

The drink is placed on the bartop and Cesare passes it over to her as he replies.

"Nancy? Nancy Fagin? I know her." He's presuming it is her. After all, there aren't too many witches in London with the name Nancy. It's not exactly a widely prevalent name in this decade. Cesare wants to know what's going on.