Cathy calms down as Jonathan complies, and he even earns a soft look from her as he confides about his own wound. Was he beheaded, then? That's her immediate assumption, and she's struck momentarily speechless by the realisation that he would've had to have remained alive to recognise his own beheading.

(This is, admittedly, something she will keep in mind for later business of hers, but for now she's going to be mildly horrified.)

Maybe they really are in Hell.

"Were we healed, then, when we were brought here?" she ponders aloud as she begins to pick at the wraps around her arm. That would explain the hospital setting, at least, though she still doesn't see the point if there's no one here after the fact.