[It just gets a laugh, really, a quiet one that understands wholly the truth and potential threat she can be. If she wanted to kill him outright, he'd given up his right to contest that in seeking out her help, in taking this gamble. As it is, he begins his usual report.]
You must know of the indecision in the Otherworld, how their leaders are divided on a decision even now. Queen Snow is aware as well of the rumors, enough to believe them and voice her concern over it.
More than that, an archangel has been crossing from Heaven to the Otherworld regardless of their strict policies on outsiders. It would seem... something important has been drawing him there time and again.
It's possible others beside myself have already caught him in his attempts to return undetected, perhaps even caught him in the Otherworld. [Arthur isn't subtle or sneaky.] But if so, they're protecting him with their discretion, likely in light of the meeting and what it could cause there.