Don't know how he would get captured, but imagining Cain meeting a certain Inquisition, or their version in this setting would be great:
"Come on Jurgen, this alley is safe, it's not as if the Inquisition is just around the corner!"
A group of men in red robes suddenly appear and shove Jurgen and Cain into a door and then bonking Jurgen in the head.
"NO ONE EXPECTS THE RED ROBE INQUISITION!"
Cain glances at a fallen Jurgen as they point guns at him.
"What...can't say i have heard of you!?"
"That is because our secrecy is one of our three deadliest weapons, the others being our fanatical faith to the Emperor, our dashing red robes, our sense of timing and great gadgets...wait, that is four weapons...wait a minute, MEN, GET OUTSIDE!"
The inquisitors escape from the room.
"Well, that was easy i guess..."
"Psst, heretic?"
Cain notices the leader peeking at the door.
"What?"
"Say you don't expect the Inquisition!"
"Why would i...fine, it's not as if the Inquisition will just appear!"
The group burst into the room!
"NO ONE EXPECTS THE RED ROBE INQUISITION!
Our five main weapons against heretics are our fanatical faith to the Emperor, our fashionable red robes, our sense of time, our gadgets and capability to wait a long time for our targets to say something to make us jump at her...ohhh, that is five weapons...let's ignore that, so, oh so called Liberator, you are accused of taking over an Imperial planet and establishing a cult that worships Chaos, normally we would interrogate you, but it's obvious you are guilty, so prepare to die, and not just any death, for a heretic deserves an agonizing death, minion, prepare the Dark Eldar torture gun!"
A small figure in a red robe presents a feather leading the leader and Cain to blink at the sight.
"A feather, what is going on here...wait, you forget our torture guns and devices, what about our regular guns?...nothing...alright men..." the leader cries in embarassment "...Deal this heretic his punishment by...Oh Emperor above, by tickling him with a feather!"
The minion cackles evilly as he starts tickling Cain's torso and following him as he goes to pick Jurgen ignoring the men in the room and the tickling.
"Alright, i don't know what this is, but you guys should stop playing around and stop pretending to be Inquisitors, the real ones are much scarier...and stop tickling me already!"
Cain leaves the room as they cast down their heads in shame...and the leader starts punching his minions.
"A heretic thinking we are pretending, we have never FALLEN SO LOW BEFORE, WHO BRINGS A TICKLE TO A HERETIC MURDER TORTURE SCENE!?"