Penny's attitude was making it harder for Priya to hold herself together. She had fallen apart after she had killed Nolan but that had been different. Sheldon was a good man who didn't deserve to die. He had been good to Penny and she didn't deserve to go through the grief that was about to wring the life out of her.
"It was my fault. We got a flat and I gave him a gun and told him to watch my back while I changed it. I didn't see the demon until it was too late. I'm so sorry, Penny but he's gone. He's in the back of the truck. I brought him back so we can bury him but he's dead."
Priya's tongue ran over her top row of teeth, an instinct to help protect her from tears. They weren't her tears to cry and it wasn't fair to Penny. Penny was Sheldon's girlfriend, she was the one who had to deal with this. Priya couldn't even imagine losing Tony. She had come so close the night of the battle with Glory and her minions but luckily Max Evans had been there to heal him as he struggled between life and death. Priya didn't have those kind of powers, she was only human. A remarkable one, but human all the same.
In hindsight she should have let Sheldon change the flat while she kept watch. But her bullets wouldn't have done anything to stop that thing, she wasn't even sure it was dead after she had lit it up on fire which was why she had driven all the way back on a flat.
"If there is anything I can do, name it. I'll do anything." But there was nothing Priya could do. She knew that. Because she would be inconsolable if anything happened to Anthony.