Yes, I remember this conversation, and conversation with Sile in Kaedweni camp when she mentions it as well. But why did megascope get broken and scattered on the floor? Cedric did it? Why? Also it looked like a great opportunity for Letho to switch the diamonds. Letho can't exactly hide in the crowd or disguise himself, and him getting into Sile's place in LM would be very difficult.
Ceadric was probably bleeding in the center of the megascope and when Letho and Triss left she got up tried to prop himself on one of the pylon things and tripped and fell.
Sile's tower seemed way outside the city. Letho could have snuck in easily.