Either that woman was really a good liar--doubtful--or she really believed what she was saying. Veronica didn't need to know if it was all true or not. Throne Guy gave her a reason to believe he was a vampire.
She no longer wanted to be here. Not alone, anyway.
She fished in her bag and took out a few dollars for tip, leaving them on the bar, then turned to leave, quite calm and collected, and without turning into jello in front of Throne Guy.
She made a note to come back here with something or someone more threatening than the tazer in her bag. For all Veronica knew, a tazer was fun for vampires. Maybe it made their hearts beat.