I don't really like Sky's claim, and it is a good point that she normally softs stuff early, I looked back and didn't see anything that looked like she did.
But one thing that throws me off is the way she acted before claiming, she instantly said it must be a redirection because she probably thought that was the only logical explanation if she really doesn't have a gun. Knowing Tweet was bluffing makes her original responses before the claim feel a lot more natural than if there really was info on him.
I do think Tweet more town from that play though, it's not something I think he'd really attempt as scum