Heathcliff knew that the Prince would want to know as soon as possible that the police were at McCoy's. He texts him right after he hears from Michael:
"Sir, I have been informed by the man I dispatched to watch McCoy's that there has been a break-in, and that the police are on-site. I have called Michael Hall to meet me and explain the situation in greater detail. He has expressed concerns for what they might find inside. Is there anything else you require of me, Sir?"