Natalia is a rather confident woman who knows what she can do. But failures do happen.
From Inside the Grey House:
He held out his hand to her and she took it. He led her to his study. Once inside he leaned against the desk, bringing her close. He enfolded her in his arms and kissed her ever so lightly on the lips. His soft touch surprised her, and she pulled her head away. The look on his face bothered her and she pulled completely away. He allowed it but caught her hand and held it.
She gave him a pleading look. “Vincent, I don’t feel like doing this tonight.”
“And why not?”
She gave him a heartbroken look. “I failed you.”
He gave her a confused look. “You nearly sacrificed yourself to the Slayer to make sure that he wasn’t able to use a deadly sword on our men and you think you failed?”
Natalia missed the significance of his words and shook her head. “The notes I studied pointed to this ambush and I missed it. Had I figured out the Slayer’s plans earlier, we could have stopped this before it started.”
“To what end?”
Vincent nodded once, slowly. “And that is my cross to bear. I don’t blame you for his death. You stated for me to keep everyone away; I didn’t listen. My fault: not yours. Despite his death, I wouldn’t change this night. We showed Edwin and his men what you are capable of and Edwin did not have a chance to declare himself Captain. We were also able to capture some Slayers and take a powerful weapon away from our enemies. This night was not a failure, Natalia. It was a win. Enjoy it.”