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//////////////////////SPOILERS AHEAD\\\\\\\\\\\\\\\\\\\\\\\\
DONT READ THIS POST UNLESS YOU WANT THEM:

Heed any text in italic and bold.

"I did this run-through myself and it did trigger. "

The full rundown without a complete game walkthrough: 

Version: 4.2.5 (Recommend playing the most recent version)
Mode: Power Fantasy Mode
(Feel more like a powerful Dragon. Closest to Sandbox Mode...)
Lair Chosen: The Abandon Cave in the "Highlands"

It helps "a lot" to play on "Power Fantasy Mode" as you will not have to worry about death, sacrifices, resources or anything, including stat checks while trying to convince or capture girls. This mode allows you to obtain everyone available much easier.
Your hordes are limitless. Your Dragon Scales are a force to be reckoned with (Impenetrable). Smaug: King Under the Mountain, would be proud. It is thoroughly a mode just to enjoy the story. 

Note: This list will not work on Dark Fantasy Mode as you will not be able to meet the stat checks/ requirements in time with it, as far as I know... 
Also make sure the appropriate tags are turned on in your preferences menu... [incest] & [Rape] or you will not be able to even see these scenes as the cat girls are siblings and they aren't exactly willing...
This quest line is best done as soon as possible, as it takes a few days to trigger after the following conditions are met:
(Mine triggered on 8 days left until the raid on the lair)

1. Escape the city. Note: There are a few scenes you can unlock only before getting a Lair. Such as the centaurs in the forest with the hunter and the Commoner in the upstairs window before escaping the city...

2. Important: Get a Lair. The Lair location you choose should not matter. Accept the Kobolds into your ranks.
Have your attendant kobold build "Traps." as soon as you can. Preferably before even coming into contact with the cat girls. Sleeping will eventually complete the task after it has been started.

3. Sneak up on & Talk with Sabetha & Inej in "Highlands Region"
-> "Bastion" at your next earliest convenience and agree to their deal without attacking them.

4. When you are ready, return to them & talk with them again to begin the robbery.  When prompt: Climb the side of the building.

5. Acquire the Inquisitrix by resisting her advances for information. Do not tell her she's being robbed while you resist her charm spell.

6. Then tell the cat girls where to drop your gold off at your lair since you will have your hands full with the Inquisitrix.
Do not let them keep the gold if you want to capture them. 

7. Very important: After "a few days sleeping" within your lair after that event (assuming you have that much time left before the raid...) you should eventually get a random event to trigger. Your Kobolds will wake you in the night saying they caught some sneaksies. From there on out it's a matter of negotiating & persuasion to get what you want... 

Also make sure you get as many girls and allies as you can/ want before the raid on your lair by visiting as many places as possible. As after the raid, it may be difficult or even impossible to do so as you can no longer explore as before... 

If you're still having trouble to get the event to work after all that, I recommend Starting a new save and/ or reinstalling the game for a fresh start/ copy. Something must be corrupt...

If you're still having a hard time & you're fed up, just click on the kobold in the gallery menu to unlock all scenes but I really don't recommend doing this until you've played through the story at least once or twice... As it can ruin the game experience. Don't be that person... please. It's a decent story with humor. It deserves at least a playthrough.
Then again, maybe the Kobold doesn't appear in the gallery at all until you do... I don't remember. Did so many playthroughs of this game I've forgotten... 

"Anyway, You're welcome. Hope this helps..."