Jareth had wanted to call her name, but in the end, he'd thought that might distract her. Also, he hadn't really wanted to call attention to himself. But maybe he should have chosen a different attack than brightly colored smoke, in that case, because she seemed to become distracted by it and fall to the ground.
Her scream went through him like a knife, only more painful. It was not possible for his features to be set in an expression that was any more pissed off as he saw Sarah be picked up off the ground with brute force. No one was going to scare her like that. Even though he had done so himself, he didn't think about the error in logic there.
"Sarah!" He called out her name desperately, more crystals appearing in his black-gloved hands. But there was nothing he could do to the thing that wouldn't hurt Sarah, too, and he was momentarily at a loss. Finally, though, he nodded. The crystals disappeared, and the riding crop was brought to bear. Ruthlessly, he smacked it several times over it's back and legs. "Let. Her. Go."