Happy was more than willing to fall into line and do as the stranger woman said because, if her S.H.I.E.L.D. uniform didn't command the necessary respect she deserved, then the fearless way she'd taken out that giant bee while Happy was practically crapping his pants definitely did. He made sure Pepper was safe between them and set off behind the woman, stopping when she stopped and waiting for directives. If he was willing to punch a bee in its furry face Happy decided that he shouldn't have too much trouble taking one down the way the agent had so long as he could avoid being stung. He could be helpful in a pinch if it meant keeping Pepper safe and getting the hell out of here.
"Any idea whose behind this one?" he asked the agent when they paused so she could pull out her staves. Off the top of his head Happy could think of three or four bad guys who might utilize giant bees as a terror tactic.