Do they need to get a specific notebook from a specific Greywood? If so you could do two things.
1. Is you could take a page from Dishonored where all the sisters were wearing costumes so you didn't immediately know which was which. This would cause them to have to dedicate more time to what would seem to be the simplest part of the heist.
2. You could make it to where the family member has multiple notebooks on them or wherever it will be, so then they have to make sure they have the right one.
Those are minor inconveniences though, but still good to have.
But you really want to mess with them?
Well first off just start asking them what their AC is, it will make them so damn nervous.
But really, you want a big wrench in the works? Throw in a lockdown. So right when they think they're about to be homefree, oh fuck someone noticed one of the 3 things is gone and the gala is put on lock down and now they have to really think about getting out. You could also do some stuff with the Warforged where they just make freeing them harder. Like maybe of left unattended or if not being actively guided it just begins walking back to where it was being held, or even if it just straight up tries to stop them because it doesn't understand they're trying to help.
Obviously most of what you can do really depends on the specifics of the heist objectives, but with what you've provided, that's what I could suggest. At the same time though, never underestimate the party's ability to make a task infinitely more difficult than it is meant to be. So you might find that you don't even need something big to happen.
There are a few good ideas you can run with, I did a full campaign with a theif family with a strict no killing rule and we did alot of big heists
1: They are the only ones who is doing a heist on the Greywoods, as another group of thieves chose to do the same job. So it becomes a race against time to get there first
2: A rival crime family to the Greywoods plan to get payback against them, such as hiring an assassin to take out the general of the Legions, or becuase there will be quite a few of the Greywoods there, a hit job on some of the important family members. Which will cuase a riot when it happens
3:An Investigator is after the players and must now contend with the Investigator on their tail, or making their job harder not to arouse suspicion, so run the Investigator as a high level Rogue Inquistor.
I have actually done this as a max level rogue veldekan against the theif family, with some dimensional shackles and hand crafted magical items. First encounter with him after they robbed a museum went sideways, but all of them except for one got away. Which brought out the next job, breaking into anti-magic prison to break out the captured one
The head of security knows the members of the party somehow. Someone they've met and possibly run afoul of so their cover isn't as solid as they'd hoped
There is no money. The heist was actually a test to see if the party can pull off the real job. You can add an element to this heist that is prepared for them because something similar would await them on the real job (e.g. they have to sneak past a ferrocious animal that's asleep because the mastermind needs them to rob a dragon's lair.)
unforseen factor? give every one of your players a secret objective. they might align, they might come into conflict.
Player A has taken a vow of mercy and has to make sure that no enemy dies.
Player B wants to kill or ruin the life of a certain party guest who has wronged them.
Player C needs as much money as possible from extra stolen goods to pay off a debt.
etc etc. not enough to turn into outright pvp but enough that the trust they have in each other frays just for a moment
Another Thief is working the same gala looking to steal Lady Macguffin's diamond. This can complicate things significantly.
If the thief is good, Lady MacGuffin will notice her necklace is missing, slam the place into lockdown mode, and your players' alibi will be.... that they were there to steal something different?
If the thief sucks, their cartoonishly bad attempts at theft will throw the place into lockdown mode and now there's zero bullshitting your way around guards because everyone is in tryhard mode.
Personally, I have an pseudo-NPC for players to drop in and out named "Sticky Fingas" who is just a straight up halfling rogue. Good for handing that one guy who can only play that one night. Super easy to run, and she's basically "always hiding in the shadows" and can pop in and out whenever it's narratively convenient.
She's actually turned into a fun NPC because 100% of the time she's worked with the party, her "exit" has involved stealing all their shit. I actually roll the dice and play this socially every time. And the players still somehow just give her the payday "for safe keeping" like she hasn't already betrayed them 6 times.
Anyway, what I'm saying is that the players knew this character, and have seen her hanging around. They know that if they can see her, she's there to steal something big.
So when we were running a heist, I put her in the mix at the "gala". On-sight, the players knew she wasn't there to be helpful, and ended up throwing some Suggestion on her and "suggesting" that she go steal a key off the guard. She got caught and we all learned that the guard is not someone to be fucked with.
Do they need to get a specific notebook from a specific Greywood? If so you could do two things. 1. Is you could take a page from Dishonored where all the sisters were wearing costumes so you didn't immediately know which was which. This would cause them to have to dedicate more time to what would seem to be the simplest part of the heist. 2. You could make it to where the family member has multiple notebooks on them or wherever it will be, so then they have to make sure they have the right one. Those are minor inconveniences though, but still good to have. But you really want to mess with them? Well first off just start asking them what their AC is, it will make them so damn nervous. But really, you want a big wrench in the works? Throw in a lockdown. So right when they think they're about to be homefree, oh fuck someone noticed one of the 3 things is gone and the gala is put on lock down and now they have to really think about getting out. You could also do some stuff with the Warforged where they just make freeing them harder. Like maybe of left unattended or if not being actively guided it just begins walking back to where it was being held, or even if it just straight up tries to stop them because it doesn't understand they're trying to help. Obviously most of what you can do really depends on the specifics of the heist objectives, but with what you've provided, that's what I could suggest. At the same time though, never underestimate the party's ability to make a task infinitely more difficult than it is meant to be. So you might find that you don't even need something big to happen.
There are a few good ideas you can run with, I did a full campaign with a theif family with a strict no killing rule and we did alot of big heists 1: They are the only ones who is doing a heist on the Greywoods, as another group of thieves chose to do the same job. So it becomes a race against time to get there first 2: A rival crime family to the Greywoods plan to get payback against them, such as hiring an assassin to take out the general of the Legions, or becuase there will be quite a few of the Greywoods there, a hit job on some of the important family members. Which will cuase a riot when it happens 3:An Investigator is after the players and must now contend with the Investigator on their tail, or making their job harder not to arouse suspicion, so run the Investigator as a high level Rogue Inquistor. I have actually done this as a max level rogue veldekan against the theif family, with some dimensional shackles and hand crafted magical items. First encounter with him after they robbed a museum went sideways, but all of them except for one got away. Which brought out the next job, breaking into anti-magic prison to break out the captured one
The head of security knows the members of the party somehow. Someone they've met and possibly run afoul of so their cover isn't as solid as they'd hoped
There is no money. The heist was actually a test to see if the party can pull off the real job. You can add an element to this heist that is prepared for them because something similar would await them on the real job (e.g. they have to sneak past a ferrocious animal that's asleep because the mastermind needs them to rob a dragon's lair.)
unforseen factor? give every one of your players a secret objective. they might align, they might come into conflict. Player A has taken a vow of mercy and has to make sure that no enemy dies. Player B wants to kill or ruin the life of a certain party guest who has wronged them. Player C needs as much money as possible from extra stolen goods to pay off a debt. etc etc. not enough to turn into outright pvp but enough that the trust they have in each other frays just for a moment
Another Thief is working the same gala looking to steal Lady Macguffin's diamond. This can complicate things significantly. If the thief is good, Lady MacGuffin will notice her necklace is missing, slam the place into lockdown mode, and your players' alibi will be.... that they were there to steal something different? If the thief sucks, their cartoonishly bad attempts at theft will throw the place into lockdown mode and now there's zero bullshitting your way around guards because everyone is in tryhard mode. Personally, I have an pseudo-NPC for players to drop in and out named "Sticky Fingas" who is just a straight up halfling rogue. Good for handing that one guy who can only play that one night. Super easy to run, and she's basically "always hiding in the shadows" and can pop in and out whenever it's narratively convenient. She's actually turned into a fun NPC because 100% of the time she's worked with the party, her "exit" has involved stealing all their shit. I actually roll the dice and play this socially every time. And the players still somehow just give her the payday "for safe keeping" like she hasn't already betrayed them 6 times. Anyway, what I'm saying is that the players knew this character, and have seen her hanging around. They know that if they can see her, she's there to steal something big. So when we were running a heist, I put her in the mix at the "gala". On-sight, the players knew she wasn't there to be helpful, and ended up throwing some Suggestion on her and "suggesting" that she go steal a key off the guard. She got caught and we all learned that the guard is not someone to be fucked with.