He never actually lies to people that I can recall, he just has a lot of "technically speaking" and "from a certain point of view" caveats that must be applied to what he says before it gets to the actual truth.
I think our worshipping a trickster is enough to give away that most everyone's mad here. 
It's extremely rare. And sometimes even if he says something like that he hasn't seen magic like the Anchor before, it could be technically true because Corypheus was using the orb for a ritual that could've resulted in something he hadn't ever seen.
But...sometimes...
https://www.youtube....h?v=Iv6YPQ5vaLw
They gave him a few tells though, at least for some instances. If he looks away, pauses, or kind of stutters. Also, he speaks so deliberately, so formally, that when he uses contractions, it's usually that there's some emotion going on. "I can't" for instance.