Would they admit that?
They can be slippery buggers. I would suggest you ask them who their mediator is, then when they tell you it is Jesus, ask them to prove it from the bible. You have to get them to commit to believing it without any loopholes. e.g. ask what they would think if the leaders of a religious group tried to insert themselves between Jesus and the rank and file membership.
Then, and only then, you pull out their litterature and get them to read it to you and make their explanations.