what was the first clue that the nazis were lying about what was going to happen

Hannah has already put the dates together in her head, and she has warned everyone what will happen. The Rabbi doesn't believe her and says that it is only before God that they should tremble. When inquiries were made about family members the Jews were told they'd been relocated-- but later when they're taken to the station themselves they see the baggage of their family members. Not so much a clue as proof.