You untie the blonde girl. She is still passed out, so you slap her. Her eyes gradually open and she casually gazes around, "Um . . . what . . where am I?"
"That's what I'd like to know." you say, "Who are you and what are you doing here?" (You want to add "Where the hell is Mary?!" but you know that would be ineffective)

"I don't . . . remember anything . . ." she seems genuinely confused, but this of course could be a ploy.
"Do you know anything about this woman?" you asked, gesturing toward the brunette.

"No . . . nothing."
The dark haired one seems nervous. "She's messing with you . . . don't listen to her."
You go with you previous impulse, stripping both naked but keeping them shackled. 
You find a purple serpent tattoo just above the dark haired girl's gentiles.
She tries to cover herself but can't because of her shackles, "Don't just eye me up like that . . . pervert."
Now that both girls are shackled and naked you are still trapped, but both have gone nervously silent, knowing that you hold the power of life and death. What will you do next?