Cora got Derek's message pretty immediately and didn't waste time trying to say much of anything else. She wasn't exactly like her brother. She couldn't transform into a werewolf, so it wasn't a total lie, honestly. And Caitlin didn't need to know everything. Cora didn't even really want her to know this because the more people that knew a secret....the more likely it was to come out.
And Cora couldn't lose Derek again. She had spent way too big a chunk of her life alone, and having her brother back in her life, knowing that he was safe, and having that relationship....no matter how blase she acted was important to her. Derek was more than family, he was her pack. And pack was important to Cora, not just because of what they were, but because having that again....she couldn't even describe the difference. She'd never truly been all alone physically, but that didn't matter because she had been without a pack for way too long. She knew the difference.
Cora didn't like this, but it was already done. Her feet moved automatically, and silently, as Derek pulled her along. Derek's current state of dress didn't bother her, in the least, because at least he was human now to take care of this. She knew herself well enough to know that she couldn't have managed the outcome they were coming to without him. Much as she pretended she didn't, she needed her brother, for this exact reason, as well as others.
Cora'd do just about anything to protect Derek for those reasons plus. That included keeping her mouth shut and letting him save their asses....even if she hated that this secret was out and could potentially put him in danger. Even with the dislike going through her head, Cora could hear Caitlin....and she definitely sounded truthful, heartbeat and all. "We'll have to take your word, though." She stated, looking over at her brother, knowing that for her and Derek they could leave it at her word because she was sure that he could hear exactly what she could.
If the secret did come out they'd be able to find out who did it pretty quickly considering the number of people that knew. Right now, though, Caitlin meant it. And that'd have to be good enough.