He shakes his head right off the bat, able to tell her that for certain.

"No, no. Not at all. They'd never make it into a town like that, unfortunately." At least, probably not without a lot of convincing or lying. "Though I think back when I was young, there was this bit about how Gypsies apparently wore scarves on their heads to hide their horns, but... it isn't true in the slightest."