Saul

Instead of replying via text, you can physically go back to Saul at the Nomad camp and tell him about Panam's plan. Rewards: A free Mizutani Shion "Coyote" (red variant). A large sum of Eddies (€$27,000).

"I'm not her keeper" is also a choice, though some guides suggest it may be less effective for the romance path. To Betray Panam (The "Snitch" Route) Instead of replying via text, you can physically

The text typically arrives shortly after you reach the locomotive control tower. Instead of replying via text

This protects Panam’s plan to steal the Basilisk and keeps you in her good graces. Instead of replying via text, you can physically

The best way to respond depends on your goals for the story: Response: "No idea."