Try being prepared with two automatic responses (in Japanese, of course): "No" and "I know where he is."

The first is for when you don't know where your colleague is.

The second is a power play, to be sure, but if they haven't closed the door and walked away, they ask for more information and at least seem willing to listen. If they close the door and walk away, they have to reopen it again when they have realized what you've said. The last bit may train them to listen first. If they walk away and don't come back you haven't wasted any time.