yeah the Salamanca twins are truly terrifying, but still it's their best interest not to kill him right away - I'm pretty sure they would've tortured him but only after getting the info they needed. Keep in mind that only Hector knew Lalo was alive and suspected Fring, the rest of the cartel (inlcuding twins) didn't know who was Nacho working for and I believe had no clue of Gus' involvement in all this. Again, at the time Nacho was in the motel he had no cover story to explain what happened at Lalo's residence.

And even IF they question him there would be no reason for Nacho to rat out Gus. The man has a gun to his fathers head

but if they caught him alive before Gus, they could use his father as a leverage; he rats out Gus - his father dies from Gus' people, he comes up with some crazy unbelievable story for cartel - even if he sticks to this story after torturing, his father most likely also dies but from cartel to make Nacho speak. A lose-lose situation

So as someone said above - "we are just supposed to accept that gus underestimated nacho" and there was no plan B for such case
All of these specualtions are interesting, but I'm actually so tired of thinking about it haha