Board Thread:Questions and Answers/@comment-30771283-20171021140407/@comment-1327106-20171021203326

They likely started to suspect the instant they learned he could transform in Trost. Since they grew up knowing about the Nine Titans, they knew that the only ones that did not belong to Marley were the Attack Titan and the Founding Titan. That meant that Eren had to be one of the two.

Marley likely wasn't certain where the Attack Titan was. They might have known that the Attack Titan did not retreat to Paradis at the same time as the Founding Titan, but even if they concluded that the Attack Titan was what later killed Gross and company on Paradis, they wouldn't have any obvious proof that it was that particular Titan and not a mishap with the regular ones.

The only Titan RBA could be 100% certain of being behind the Walls was the Founding Titan. So if someone behind the Walls could turn into a Titan, then those three could not dismiss the possibility that the holder possessed the Founding Titan. They started planning to capture Eren because of that possibility.