In thinking about this scene, and the issue with Anthony in general, I realized why (years later) he never figured out what was going on. And now for a slight re-write.
From Protector of the Grey House:
“If Natalia knows she is being tracked, she’ll stop the spy from following her without killing them. If she had known Wayne was there, she may have been able to throw him off her scent and save his life. She isn’t stupid, and her goal isn’t to kill those under my protection. You know what she has done for us; you’ve seen the Slayer items she’s brought us. Why do you continue to think she’s trying to betray us?”
Agitated, Anthony started to pace and gesture grandly. Vincent stood still to watch Anthony’s actions. “Because she stays human and hunts a vampire. What happens when she kills him? What will she do to us?”