I'm about to post spoilers so read at your own will
SPOILERS
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You only need to catch him lie once in every interrogation segment (there are only two) . If you clicked the objection button thrice and you're wrong, it'll just restart to that segment. Here's the answers: click the interrogation button when the robber say "I was told to show him the ropes. He's just a newcomer" and for the segment, click the button when he say "They put the blinfold back on after. I was only able to remove it after the whole process, when I was already very far away from their place."
Sorry if it's confusing. I plan to make a walkthrough someday :)