This one took me a while to figure out, so leaving it here for others who may stumble on this.
To get the 2nd thief event... you actually have to get a free roam quest into the thief cave (you get this from the guy to the right of the quest girl, the last 2 quests send you to kill things in the thief cave).
Once you are in, go to the back (you would not be able to enter the cave), and check upper right for a hidden passage (exit right).
This will take you to the hidden area. Unlike the other boss fights so far, you have to beat both group of thieves to trigger the intended H Scenes.