"If you head into the back room of that building over there," she nodded in the direction of the building next to the alley, "You'll find his nest. Complete with one of his victims. He was going to kill me too."
Closer inspection of the 'nest' would reveal the person whose face he had stolen as well, but Jo knew that saying it like that was the shortest way to a jacket with extra-long arms.
Instead she clung to the self-defense explanation, even if that still didn't explain away the illegal weapon.