While this was all exciting, and she was Jonesing to just go and wreak as much havoc as she possibly could... This stranger was clearly worried about someone she had just met. And while she was a little intrigued by Loki's questions, she knew Zatanna was here for a reason. And that reason did help fight on their grandsons' behalf.
"What do you need from us, to find out about Constantine? Loki... Bill." It was just a rumbled reminder to her beloved. A reminder that they owed the mage. They could have fun after. They could test ground after. "And don't worry about me. My scales on top are harder than Asgardian metals, and that is what is protecting my stomach. " Simply because of what had happened to her while they had been fighting for Bill. "The only damage that might happen is to my wings. And that is a price I'm willing to pay."