Is this question really so hard? Remind me never to hide from Nazis at your house!

First off, Kant's philosophy was criticized on exactly these grounds, i.e. that by his system, when the authorities come to your door to look for a friend you're harboring, you should turn him in. I briefly scanned for clever Kant references (e.g. "introduce the brownshirts to your strangely-named cat, Egorial Imperative") but found none. Kant clarified that he did not think it immoral to lie to authorities looking to execute your friend.

The larger issue here is the purpose of rationality. We start in medias res and reason is a tool to help us navigate the world better. I imagine that none of us have a commitment to rationality for its own sake, but rather support a clearer world-view out of some initial kind self-interest. Consequently I'm a-okay with engaging in the Dark Arts in cases where even my basic interest (my own and my friend's continued survival) and that of another party totally diverge. Otherwise the joke about the engineer (or atheist) and the guillotine isn't really a joke.

Often the long-term best strategies in game theory are irrational in the short-term; as in, games of chicken, or in punishing wrongdoers even though the cost of punishment is more than letting them off.