They were in a panic. Not only was Mullen not going to pay the ransom, but he went public with it, and put a bounty on them so big the whole world would be looking for them. And the one guys brother had been killed during the botched drop. It was only a matter of time before they identified him, and then started looking for his brother. They were going to kill Sean, and bury him at the spot they previously planned, but Shaker talked them out of it. Later I think they were just going to bail, and probably leave Sean in the apartment and let Shaker deal with it. When they saw Shaker approaching, and holding up his badge, they knew he was double crossing them, which means he would have to killed them, so it was him or them. The girl was probably going with the guys, but hadn't gotten in the van yet when Shaker showed up.
I don't think they knew Shaker had turned on them. They were just worried that they would be discovered.
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