Shaw's trigger finger twitches when she sees something fly out of his sleeve. Some kind of a drone, maybe? She narrows her eyes and watches it fly out the door. She already knows it's not going to find anything, but doesn't bother to mention it. Finch sanitized the place a long time ago. He knows better than to leave any trace of himself in a place that's been compromised.

"If you really are in peril, you should be more careful who you talk to," she says with a brief smirk. You lucked out at least in Shaw: she won't imperil you any further than you already are. Assuming you're telling the truth, anyway.