Item description:

Go to the bucket
(to your left - "in front" of the doorway)

Interact (press X) on the bucket and
move RS for it to show the interact
prompt for you to pickup the marble

Walk over to the falconry glove
(The falconry glove is over far left hanging from a shelf,
it's slightly to the left, above Gines' head)

Press L2 and select bolt with thread on falconry glove
Select (L2) crossbow, then press R2 and select “diversion”