For a moment, Sarah could only stare at Peter with an expression that clearly said 'only?!' even though she wasn't speaking, a sentiment helpfully voice in her head along with the expression to make up for the lack of speech. Sensibly, she knew treating Jareth calmly or with a certain amount of dismissiveness was likely the best best, as it had served others well, apparently, but then fear wasn't sensible, especially not when Jareth was perfectly capable of kidnapping Peter if he was so moved because both were now nearly within reach of each other.
However, she didn't like being the damsel in distress type. It might happen eventually, given the city they all lived in, and with Jareth, her fear made that feeling easy to cater to, but she could still bluff with no one the wiser, save Peter who could read everything beneath the bluff. It was time to bluff now if she still hoped to have some dignity when Jareth finally left.
Squeezing Peter's hands, her only concession to the fear, she shot a purposefully furious look at Jareth over Peter's shoulder. "That you're psychotic and trying to redefine the word 'stalking'? Yes, I got your message, loud and clear. Now get out!"