Solution: shake the Dragonborn until all the story options fall out and he admits he made it up.

Oh, Verity doesn't want to know about the spiders in Skyrim. "Luckily, no. They just stay sealed inside their underground cities. So usually the only people they hurt are, you know, adventurers and research expeditions. Unless some mage brings one out to study it, of course. All people who're used to horrible dangers - or ought to be prepared for them, anyway."