Spike's initial reaction was to chuckle softly as he easily caught onto the slightly mixed signals and body language that Harmony was tossing his way, though he was sure it wasn't too mixed when she smiled at him - and then the words sank in.
Frowning then as the laughter died, he said, "What? What's Red got to do with anything? And a double agent for what, exactly?" He suspected that she was from a different dimension, some alternate universe, but he was curious as to how alternate, even if he could hazard a guess.