I think it was explained later in the movie pretty clearly, Szell just wanted to know if it's safe to take the diamonds and nobody is going to steal them from him, Babe later asks him if all of this (murder of brother, torture, etc.) was just because of this, even when he was not even sure it is not safe. I can try to find dialogue in subtitles (it's in 1:55:08 at the scene in water reservoir in the end, sorry for messy formating):
Babe - OK, let`S See What yOu gOt.
Szell - lf yOu Will juSt give me a chance tO get thiS Open.
Babe - That`S OK. Take yOur time.
Babe - All thiS happened becauSe yOu Were afraid yOu Were gOnna be rObbed?
Szell - YeS.
Babe - But yOu Weren`t Sure.
Szell - NO.
Babe - JeSuS ChriSt.
Hope this answer question of all unsure people what was Szell asking when he asked "is it safe?", he thought Doc told his brother the answer.
Peter Markoff
The best - Fight Club, American Beauty & Falling Down.
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