Some? I thought all the harpies were (former) masters since they are all dressed the same in master-clothes. Hizdar and some masters got killed because they didn't go along the Harpies. I think Hizdar was telling the truth that he had nothing to do with the Harpies.People pointed out that the "harpies are killing masters now" but they also missed that some of the harpies were also masters (at least clothed as such). It seem they are a faction from all walks of life. I suspect Hizdar was in on things as Darrio suggested but he was betrayed because he's "with the queen now".
So, he was checking to make sure the attack was in place, but didn't realize they planned on killing him too.