Murphy already would be checking with the Seattle PD, though she'd bet her annual salary that they wouldn't have much of an idea about what he really was.
She was also going to talk to Harry's bodyguard about the thing on the wrist. And she was going to talk to Jo, since she'd had it carved on her wrist.
I already got the Seattle message loud and clear. Now get the fuck out of my head and stop telling me how to do my job.