cannot-be-false-to-any-man
Does she mean advice on interrogating him, because Anevia is coming to think he's being honest and will just answer any question they ask if they word it right!
Or does she mean advice on what to do with him afterwards? On a moral basis of 'likely to hurt other people if set free' he does seem pretty likely, if only as an enabler, because the actual cultists presumably got something out of him in exchange, even if it was just research and spells cast.
On the other hand, maybe they can get him somewhere his knowledge would be useful while keeping him relatively harmless? If he's even a first-circle wizard he can pay for his own upkeep, and he might be happy to just sit and read all day, at least as long as they don't run out of new books. Normally she'd - damn it, normally she'd ask someone like Aravashnial and now she can't - but there are probably people who'd take charge of this guy without mistreating him. If, you know, the city and everyone in it weren't busy fighting for their lives.
She'd offer him something like that in exchange for his cooperation, except he started cooperating before they got around to threatening him, but she's hardly going to leave him worse off for having done that.
"Well, we're clearing out the cultists, so it's our library now. If you want to keep your library privileges, you need to keep answering our questions, even if they seem irrelevant. Or suggest better questions to help us, like a proper research librarian."