That is a very good point. The PI said that when Anna called Daniel to tell him about the baby he said "can i come mama?". So they DID talk before he came. So he probably did tell her about the PI and the need for money at that time. Something like "mom, you've got a new baby. you gotta get this guy outta your life. he's bad news. I know a guy who can check him out and prove to you that he's no good."
Sounds plausible.