When Lord Theony informed his prince of Thesalie's demise and urged him to turn back, it was not done out of malice or as a way to in any way to deceive him.
Lord Theony genuinely believed the city was lost, and the only reason he was doing this was because he wanted to save the ten thousand men from certain destruction.
As to how he came to that conclusion, well aside from seeing everything firsthand, the main sign he used was the lack of messenger birds from the city.
And ultimately, his reputation and recount managed to win Philips over, who abandoned his course and chose to return to the capital to deliver this horrific news.
Now in reality, the city had not actually fallen.
So why were there no cries for help like Lord Theony predicted?
Well that had happened mainly because Philips and the others were simply negligent in their jobs.