Sounds like an extraordinary ride of a life for the guy! Would you say a were-hakutaku comes under the supernatural for our dear Cain? Though Keine won't be showing off as anything but her human self, so there should be no problem (unless normal humans in the grim future can tell things about people?).
Keine will definitely be surprised with him appearing in her bedroom, but she wouldn't try doing anything to him. As long as he isn't a snuggler in his sleep! They both might get a surprising wake-up call from that!
... Or they can get that anyway, if you'd like. A headbutt morning call?