Never in his life, Jerome had heard a scream like that. It was intense, it was loud, it was ear-piercing, and he needed a few brief seconds to actually make sure that this, in fact, was a human scream.
After getting startled pretty badly, he already was up and running before his brain even evaluated the situation in any way. But his instincts kicked in, someone needed help, and he was lucky enough to have Oliver in front of him to show him the way, because he would have probably not found it himself. The scream could have come from everywhere, and due to the ignorance his brain had forced him into when Pam had been showing him the mansion, he could not have for the life of him found the source by its own, or at least not in time. This scream sounded as it was urgent. Very urgent.
He followed Oliver closely, up the stairs, when he heard a familiar voice say "crossbow" and "I don't really want to shoot you", which sounded really bad without any context. It probably was equally bad with context, though, and he started to pick up pace, ready to assist Pam with whatever help she would need. He definitely didn't estimate her as a women who would randomly threaten people with crossbows, especially not after what had happened on his first day when he had frightened her to death for a minute. This seemed eerily familiar.
And this familiarity proved itself to be right after all when he finally was near enough to actually see what was going on, and he took a second to take this unusual picture in, frowning, trying to understand what the heck was happening here. A woman he didn't know restrained a man he didn't know, on the floor, and this guy seemed pretty pissed. Jerome was about to ask the woman if she needed any assistance, but the moment he opened his mouth to form his question, Oliver beat him to it, and estimating Oliver's appearance, he should be more than capable to help in that regard.
The second part of this grotesque scene playing out in front of him caught his interest immediately after making sure that woman was probably good with Oliver's help if needed, turning his head to the right where he spotted Pam, who was really holding a frigging crossbow. A crossbow pointed at people, that was, at three people in particular right now. He didn't know why, but for some reason, he was really, really sure that Pam wasn't good with shooting stuff. At all.