I don't speak Russian, but I inferred that Ms. Clue was telling him that they have to pull a murder suicide so that they wouldn't be captured. Maybe went something like this.
"You're going to have to kill me, Eyepatch Guy."
"I can't do that Mrs. Clue. There has to be another way out."
"There is no other way. Do it, and then kill yourself. They can't know what we know. Everything will be ruined."
"I won't do it. Think of something else."
"Dammit, Eyepatch Guy! Shoot me and then shoot yourself if you know what's good for you or so help me..."
"Okay, okay. Quit nagging me."
BANG