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This. So much this.
Also this. Combine with the above.
Lead up to it, even. Throw it blatantly at them -- some nutjob cultist, in the throes of some sort of mindfuck possession (haven't read Cthulhutech yet so I don't know what sort, you figure it out), sees her with the heroes and screeches: "She's going to die! She's going to die, and YOU'RE going to kill her!" Party quite predictably responds with "Bullshit!" and wastes said cultist while he's in the middle of doing something they assume to be his attempt to make them kill her.
And then, you COMPLETELY DROP IT. Not a word of it. Not even so much as a whisper. Life goes on. Everything's peachy keen for a while, but maybe you let the players have a few more glimpses into this NPC's life, make her more "real" to them, but nothing ominous.
Then, >>4084390 happens. She finds something she shouldn't, and disappears, without explanation. Maybe they even think she was kidnapped, rather than disappearing for her own safety. She's just a regular person, so the PCs ought to be able to track her down. Along the way the PCs are occasionally harassed by Evil Minions, but they beat said minions soundly and continue; once again, nothing ominous, just the standard issue mooks one would expect to encounter while opposing the BBEG in question.