Ultimately player's stupid decisions are their own. At least to a degree if players aren't allowed to make mistakes then they either won't learn, or will never truly feel threatened.
They'll quickly pick up on if the DM is willing to give hints when they're doing something that won't work.
The best answer is thorough preparation, go over your notes and write down the questions you would ask for more information, answer them and add them to your notes.
Of course, DMs don't always have this opportunity, either players take a different turn, or otherwise force their DM to come up with something impromptu.
In this situation the best thing to do is try to encourage your players to ask questions about what they're seeing, what vibes they're getting from the guards etc.
The one I don't like, but I generally fall back on is adding to the scenario. There are good ways and bad ways of doing this, of course, though neither is 'wrong'.
The first is simply adding to the situation. For instance, in your example, your player surrenders to these corrupt, bought guards in an attempt to try to persuade them. Personally I dislike ruling out diplomacy entirely, but let's say that you have. Then your goal is to seed the idea that diplomacy won't work, coming naturally from the environment in reaction to their decision. You make the guards look sinister, evil themselves or simply money greedy
(i.e. 'The guards look to each other, smirks spreading across their faces "We're gonna drink well tonight boys." one says as they pull out some manacles' You can also do any number of things, have them rough them up, maybe a more timid/moral one tries to speak up, the others quashing him or such.)
The second is to re-iterate what you said, adding to your original description retro-actively, allowing them the option to do something different now they have this new information. I personally think this is the worse of the two because it's effectively a safety break to allow them to not do something stupid without asking and clarifying information first.
To conclude, you can't account for every thought of your players, every interpretation or misinterpretation. The best thing to do is to encourage players to enquire and confirm details that are key to their decision making and planning before they commit to an action and declare it.
This, of course, takes time and learning. There's not much you can do to encourage this.