He had a moment of satisfaction when it seemed he threw her off-guard and forced her to adapt to him. It didn't grant him freedom, but it afforded her a show of just how strong he could be. But Klaus understood he needed to focus. He was reacting on emotions. Being reactive was never productive. So he did ease up his agitation and seemed to relax. He couldn't escape physically - not yet, at least - and so he would need to pay attention. Look for weaknesses and glean whatever information he could from his current captor. No one in the history of the world had been able to contain him for long and she would be no different, he was sure.
Caroline's likeness was replaced and that in and of itself calmed Klaus's anger better than anything else. There was no need to threaten her if she ever attempted to do anything to the blonde - Klaus was certain it was an implied reality from his outburst, so he didn't bother. "Gemini," he echoed her name. "I noticed the symbol. Greek." His gaze flicked to the necklace she wore. "You're from Earth," Klaus made the assumption. "A different one than my own, otherwise you'd know I'm Niklaus Mikaelson."