I'm not prepared to give away much more about what Loki is doing to Nervous, and with Nervous, on the rooftop at this point in time. There will be another hint about it in the next chapter, I believe.

As for what tipped the Beakers off, it might just be the fact that I'm a lazy writer, but their means of gathering information are not really elaborated on all that much. They have a telescope, for one, and they use it frequently. They also have a habit of sucking the memories out of people, so that has to be fairly informative too...