“When in doubt, seek help"
Whether it is a non-compliant research subject, a colleague acting unethically, or just a gut feeling that something is not right, it is never wrong to ask for advice.
In the case of any uncertainties or concerns, you should discuss with a trusted colleague or supervisor (unless you think it is not appropriate), then escalate as necessary to the research ethics committee, head of department / institution, other local regulatory bodies and so on.
Even the most experienced investigator could make mistakes, and everyone within a research team has the responsibility to put things right.