Perhaps. Or he was just too greedy for his own good.

[He knew it was rhetorical, but he had to say it. People will do a lot of things for cash, and Percy ought to know.]

That's my guess as well, when it comes to Clara and Peter getting dragged into this—the original killers didn't even know about us until we got here. So much of this seems personal, so why suddenly pivot and place the blame on two completely unrelated individuals? Especially since they apparently already had someone lined up. And that's not to mention, why them, specifically?

[Drumming his fingers on his kneecap.]

Even if the killers decided to lay the blame on two strangers on a train, you'd think they would maybe only be able to catch one of us from the station, if they could at all. The other one would simply be a hapless bystander. [He pushes his glasses up his nose, huffs out a breath.] That note feels targeted.

[And there's only one possibility Percy's thinking of: someone on this train is a traitor to the rest of them.]