So, the only options I had to free Lae'zel were Attack Her, Attack the Tieflings, Leave, Lie, or Persuade the Tieflings to let her down so we could attack her? That's weird for a paladin of the Oath of Devotion. Why not an option to convince Damays and his sister to just leave her to me [Persuasion], and I'll see to it that justice is done? Also, I tried Persuade, but there was no option other than kill Lae'zel or the Tieflings, both of which are not good options since neither has done anything wrong - at least that I know of. I chose to attack Lae'zel because there was no other real option, and my oath was not broken. I don't know. It feels very wrong.
I reloaded and lied, and that still feels wrong even though the game didn't have me break my oath. Honesty is like the first tenet of the oath, and although I didn't cheat or anything like that, it still seems weird that my paladin would do such a thing.
I really think we need a few more options with this encounter, especially a Persuasion check just to convince them not to harm her. Something like a "What crime has she committed?" Damays responds with her people having killed his. And then my character being able to say, "But did SHE kill your people? If not, she is not guilty and should not be imprisoned or executed for the crimes of her people. Let her go."