The DMG ralkstalks about deceiptdeceit. If you the DM can sense deceiptdeceit, then your experienced Captain of the Guard NPC will too. You can let the party fail in small actions, while protecting them from themselves in big problems.
Maybe they have to bribe a guard, costing most of the treasure. You could send a vision to the cleric during daily prayers about the need for a backup plan. You could also have them rescue an experienced mentor NPC that you play. Your NPC would offer sage advice occasionally, but would mostly follow along quietly.