From The Grey House:
Natalia wanted nothing more than to stand up on the table and scream a warning at all the oblivious customers of The Red Thread. If she did that, Zechariah would know she was no longer part of his group, and he would kill her. If it were only her life at stake, she would have killed Zechariah and the other Slayers when they first kidnapped her. Her cooperation meant she and Bethany stayed alive. Therefore, Natalia stayed silent, listening to the others talk about what kind of monsters were going to die tonight.
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