Well, this is a bit embarrassing—in an apparent rehearsal for its Sunday E3 press conference, Bethesda accidentally broadcast a few minutes of conversation between Arkane Studios’ Raph Colantonio and members of Bethesda live on Twitch. The conversation also mentioned Harvey Smith, who co-directed 2012's Dishonored with Colantonio. Those who caught the Twitch broadcast live claimed that Dishonored 2 was mentioned during the brief unplanned livestream.
A snippet of the conversation uploaded to Youtube here (backup on Kotaku, if that link goes down) does indeed include Colatonio and Smith rehearsing for tomorrow’s press conference, but best as we can tell, Dishonored 2 is never explicitly mentioned. The word “honored” is mentioned about 45 seconds into the clip, but in the context of “honored to be here” rather than “Dishonored 2.”
It’s possible Dishonored 2 was mentioned elsewhere in the accidental broadcast, but we can’t say definitively that they were discussing Dishonored 2 based on the clip. Still, we can safely say that Arkane Studios’ Smith and Colantonio will be at Bethesda’s conference talking about a new game. That game being a sequel to the successful Dishonored seems like a smart bet.