Suspicious represents the state where the guard knows the thief’s hidden information exists but doesn’t have it. At this point the guard can start making checks to attempt to uncover the hidden info. Pass or fail, when the guard stops looking for the information they should be considered unsuspicious. The guard might use seeing, hearing, some extra-sensory perception skill, a domain-specific skill like animal handling, or an attribute to try and detect the hidden information.
Reasons to become suspicious: You are a guard on duty. Nervous stuttering, heard a noise, clothes don’t fit well, saw a wire, felt something in pants, etc.
When a character is suspicious they know of the exististence of the secret but don’t know what it is. A suspicious character can make checks to attempt to discover the secret.