"Not even Dumbledore," Sirius adds, although he’s fairly certain it doesn’t need to be said. The fact that Dumbledore had thought that Mrs. Figg was a good candidate to watch Harry when she hadn’t even realised that he hadn’t been seen in the neighbourhood in almost four years should be enough. For Dumbledore to be hearing reports from that woman and  not  think anything was amiss meant that Dumbledore does not, actually, care too much about Harry’s well-being, and as such has been lying to Sirius about Harry in order to keep him from trying to take Harry from the Dursleys. Who don’t even have him anymore, and if they did, Sirius would probably still take him, but now he can’t because he doesn’t know where his godson is, and the only lead they have is he’s probably at an orphanage that he was sent to from a precinct who-knows-where. (No, really, the awful woman said she just drove into the countryside until she couldn’t take Harry’s crying anymore and found the nearest police station, dropped him off, and left as soon as possible. Sirius really should’ve hexed her.)