Chapter eight. I can't find the last spy in Marie's settlement no matter how hard I look, and I've been looking for fifteen minutes, too.
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I finished the campaign yesterday, so it is fresh in my mind. In chapter 8, when Marie (once) and Lord N (many times) said that there are spies, I quickly abandoned what I was doing at that time, pressed the "-" to reduce the speed of the game and go to the city. If you try to find them immediately after receiving the quest they are all very close together.
I don't think I have to say how they look because you already cougth some.
One last thing. Maybe they are hiding after a building, try to rotate the camera and view the city from different angles.