Though he paid close attention to Katara as she spoke, Nathan knew where he needed, where he had, to be the moment the words 'look for Peter directly' were voiced. He glanced to the small girl identified as Annie, his brow furrowed. Who she was or what her connection to Peter was, he didn't know, and right now he couldn't expend the energy to question it. The time had passed for patient explanations, now there had to be action. He knew what was out there, despite how hard accepting it had been, but that didn't change that Peter was out there too. That trumped all other things for Nathan.
He moved forward to Katara, speaking directly to her. She was in charge, clearly, given how Cordelia had followed orders, and that meant she was ultimately the one he needed to address. He realized, with a faint sense of disbelief, that despite her youth she held the power right now, as he was not yet considering 'going off alone' as a viable option, even though he had earlier.
"She may have a connection with him, but so do I," he said quietly, "and I want to be in the group looking for my brother."
It was the closest he could come to a request, voicing the thing he wanted rather than demanding it or revealing how desperately he needed to be a part of that.