I'd actually suggest a brief change of game to another setting. I feel you need to teach the players that trust is a two-way street for everyone.
Example: A Game of Thrones. (don't laugh, I have a good reason for this!)
The game has the players as noble scions or retainers. The land around the players is theirs, and they do with it as they will. There is a noble lord, a family, and most likely a village or small town that are all basically extended family or loyal serfs. They will never betray the PC's deliberately, though they may be forced to by unusual circumstances. These characters may get the PC's to do dangerous things, but will never deliberately betray them and will go out of their way to help the PC's. Vice versa the PC's will be expected to. These are family!
After the parties father busts them out of the neighborhood enemy lords donjon, pays ransom for them or what not and tells them to do it better next time, they begin to build trust with the NPCs.
They learn to trust that not all NPCs (And hence you, the GM) are not evil or antagonistic.
After you get some trust, you can add some betrayal. But never from the family itself; you don't want to break that bond.
Example: A Game of Thrones. (don't laugh, I have a good reason for this!)
The game has the players as noble scions or retainers. The land around the players is theirs, and they do with it as they will. There is a noble lord, a family, and most likely a village or small town that are all basically extended family or loyal serfs. They will never betray the PC's deliberately, though they may be forced to by unusual circumstances. These characters may get the PC's to do dangerous things, but will never deliberately betray them and will go out of their way to help the PC's. Vice versa the PC's will be expected to. These are family!
After the parties father busts them out of the neighborhood enemy lords donjon, pays ransom for them or what not and tells them to do it better next time, they begin to build trust with the NPCs.
They learn to trust that not all NPCs (And hence you, the GM) are not evil or antagonistic.
After you get some trust, you can add some betrayal. But never from the family itself; you don't want to break that bond.