Back to the beginning, for the chapter you've all been waiting for!
When Conan burst out onto the rooftop, slightly out of breath, he registered several things nearly simultaneously. The first being Kid was not alone on the roof, and the not-Kid person (who was difficult to see clearly) had an eerie resemblance to his alcoholic pursuers. The second was that this (possibly alcohol-related) person was pointing a gun at Kid. The third was Kid shouting "Tantei-kun get out of here!" and the belated realization that both men on the rooftop had seen his unsubtle entrance.
Unfortunately, he didn't realize that his observations had been incomplete until he'd already been lifted unceremoniously into the air. As he attempted to reorient himself, he felt the unmistakable sensation of the cold metal of a gun being pressed into the side of his head. His assailant was gripping his wrist, which prevented him from using the sleep darts, his shoes had yet to be turned on, and even with them powered up he was unlikely to do enough damage to prevent the man from shooting him. Heists were supposed to be safe from his murder-attracting luck!
There was an indistinct noise from Kid's direction, loud cursing from the man holding him, and a flurry of white before he heard loud gunshots. Refocusing, he saw that Kid had stopped just short of the two smoking holes in the ground where presumably his attacker's partner had shot at the thief. He assumed Kid had done something to try to distract the gunmen (oh god was that Vodka!? It was—but then—).
"Don't move, KID. I'd have to shoot the brat if you tried," said the man holding him (not Gin, he would have recognized that cold voice). Had this man sounded excited about possibly shooting him?
"Now, now, there's no need for such drastic threats, Snake." Kid's voice sounded light, almost playful, but Conan registered absently that Kid looked oddly grim, his usual grin nowhere to be seen. It made Conan think that Kid knew the gunman (Snake? was it a codename?) was a serious threat, and would have no hesitation hurting or possibly killing Conan.
"You," the fact than Conan was shaken slightly in the gunman's grip made it clear he was the one the gunman (Snake? could it be from snake wine?) was addressing, "You're the detective brat, aren't you?"
"W-what?" Did this Snake know his identity? How? Was he one of them after all? Why would the Black Organization be after Kaitou KID? Vodka still had his gun aimed at the phantom thief. Had Kid been threatened—and possibly shot at—by these men before?
"From the papers, the so-called KID Killer: that's you, right brat?" Snake seemed amused. Conan hoped that meant this had nothing to do with his being poisoned. He felt the need to convince them he was just a slightly smart seven-year-old (Vodka shouldn't recognize him, right?). The more these guys underestimate him, the better chance he'd have to figure out what's going on and get out of this without getting shot.
"U-un. The reporter n-neesan called me KID K-killer a lot." Conan hoped he was acting sufficiently nervous; a kid being calm in this situation would only seem more suspicious.
"Good." Conan blinked in confusion at the smug tone in Snake's voice. "You're going to help us catch the Kaitou KID."
"Eehhhh? How?" Conan had no idea what these guys wanted from him (except it apparently had to do with Kid and hopefully not the APTX), and mentally crossed his fingers that the psycho holding him would be smug enough to explain his plan so that Kid could do something about it.
Snake didn't respond, but Conan assumed the man had signaled Vodka somehow, because Vodka spoke up saying, "You'd best cooperate with us this time, KID," holstered his gun and walked over to them, and Conan heard him grumbling under his breath. "Aniki's plan was simpler. No need to deal with sniveling brats."
To Conan's alarm, he proceeded to take off Conan's shoes, belt, and watch before throwing them all out of reach. How would they know about his gadgets? And why hadn't they taken his glasses if they knew? He desperately hoped that he just looked like a scared and confused kid.
"Now that we know you won't be using one of your anti-KID tricks on us," Snake declared, "you're going to take out your phone."
Conan didn't bother hiding his confusion as he reached into his pocket, figuring that someone his apparent age would have no idea what was happening. Why would they want to use Conan's phone? Unless they thought KID could somehow trace it if they used their own?
"Good," said Snake, sounding disturbingly smug. Conan noted that Snake seemed to be the one in charge, as Vodka was simply keeping an eye on the thief on the other side of the roof. Conan silently hoped Kid had a plan, because none of the scenarios Conan came up with ended well.
"You're going to add a new contact to your phone," the man ordered, and Conan continued his observation of Kid as he followed directions, hoping to read the thief's plan from his body language or possible facial cues. Apart from the grim facial expression and tense posture, as if Kid was ready to move at a moment's notice, Conan couldn't find anything helpful.
"KID," Snake stated, and Conan watched as the thief tensed slightly. "You're going to give him your phone number." Conan's first thought was 'not good'. Once they had the thief's number they were probably planning to kill Conan. They had no reason to keep a seven-year-old kid around once they had what they wanted, especially a kid who had police contacts and could identify them. He shakily typed the number Kid recited, attempting to delay as his mind raced to find a possible escape.
When he'd finished saving the number in his phone, Snake started talking, "If you want to see brat alive, you'll do what we tell you. You'll get a message with a meeting time and place. If you don't show, alone, then the brat dies." As Kid nodded in acknowledgement, Conan's mind was racing. Assuming they weren't lying, these guys were planning to keep him a hostage, possibly long-term. Were they trying to threaten Kid for something? Were they actually trying to catch the Kaitou KID? Taking Conan as a hostage would (theoretically) make either option significantly easier.
"If you haven't reached the location in the message in time, the brat dies." Conan jerked in a full-body flinch (please ignore that I'm not crying, I'm seven and in shock) and mentally grimaced at the condition. It was starting to sound more like some of the ransom kidnapping cases he'd investigated before (what did they want from Kid?). He just hoped his kidnappers were actually planning on keeping him alive to make Kid follow their demands.
"Now, leave." Kid started to protest, but quickly closed his mouth when Snake pressed the gun more tightly to Conan's head. The thief slowly made his way to the edge of the roof, keeping his eyes on Conan. As Kid launched his glider Conan's vision was blocked by Vodka, who shoved a sickly-smelling cloth in his face. Despite his struggles, Conan was quickly knocked unconscious.
A/N: I'm thrilled that y'all shared your theories, and most of you were pretty close!
As a side note, chapters will probably vary considerably in length from this point on (this chapter alone accounts for about 1/3 of the total word count so far) depending on my level of inspiration and how well the characters choose to cooperate with me.