Azrael was going to have to grow accustomed to people doubting what he truly was. And that was fine. The world was full of doubters and people who din't believe, people who did not trust the idea of faith. And true faith came from a belief and understanding of something they could never truly understand, and knowing it was real in their hearts through some divine inspiration, love, compassion or empathy. Azrael also understood that those who believed became rarer as the years went on and that those who prayed to him or sought out his help became less and less. A lack of belief didn't stop Azrael, however. He would be there for anyone and everyone regardless of faith.
"No... no" he said simply, shaking his head, his voice calm and peaceful, yet still gruff. "Some of my family are dead..." he said, thinking back to the time when there were numerous Grigori. Now there were so few left in hiding. "Some of them are here" he smiled fondly. "And the rest are in Heaven" he shrugged. "They're not dead either..." he added, watching her as he took a drink from the glass.
"And to answer your other question, a steam train is the outdated version of what you rode here on. They ran on coals. Had all this hot steam coming out of a funnel at the front. Now they're all electric and modern" he said, finishing off the liquid in his glass. He put the old bottle away and went to fetch a different bottle. This time the label could easily be read. It was a Scottish whiskey called Glenfiddich.
"I take it you don't have much faith?" he asked as he put the bottle down on the bar. "What would you say if I told you I'm an Angel?" he asked.