[He can't really be blamed for being on guard when she stabbed him in the shoulder once and also tried to kill Clive. Hoo boy, it makes things awkward.]

I see. Then anything else I might say you might already know.

[Meaning, maybe he won't say anything more. If she's savvy, which he is actually sure that she is, he's done talking for now.]

We are in a perilous new world, my lady. Whatever we might find here may be of more importance than details back home.