River thought of Rafael's feelings for Annalise and if Rafael at any point suspected she was the kingdom's enemy, he would not have her stay in his manor. As far as he knew, Rafael didn't like Annalise right away. He slowly got to know her. At least, that was what he heard from Beatrice.
As a knight, Rafael swore his loyalty to the kingdom, so he would have to capture Annalise and take her to the palace for the king to have a word with her. Then they would attempt to use her as a bargain if she was anyone important.
If Rafael knew, he would have imprisoned Annalise and not brought her along on this family trip. Unless like someone they knew, Rafael was keeping her secret.
