If you free either of the slaves and report either or both of them to Davor, he will greet you next time with "Thanks for nothing, outlander. I don't know what would have become of me if I had sold the Indoril a spy in disguise, but it would not have been good." but for the topic "spy in disguise", he says, "Thank you again for helping me with my spy problem, %PCName."

As a side note, the slave(s) you free should probably disappear as soon as you report to Davor.

Edit: Davor greets you with the same "Thanks for nothing..." line if you complete the quest by turning in the correct slaves. I think his greeting dialogue and responses to "spy in disguise" need to be checked out more thoroughly.