Got it in one. Danse might not have caught the slang and he may ask Rey about that later, but Henry was most certainly out of ye olde age of knyghts and fayre maidens.

"Yes. He exhibited exceptional skill with his blade and his speech was rather...traditional." It wouldn't be polite to call Henry outdated. But geez, speak for yourself Danse. "I hadn't expected to be saved by an actual knight, but then again, I hadn't expected to be here at all, fighting long extinct sea life."

And oh. Well. That's too bad to hear about the attacks. That earlier frown returns, deeper this time. "I see. I suppose the presence of a city guard would invite trouble from unsavory types. The best option then may be to hole up in one of the housing units above ground and wait out the attacks."

There's no reason to suspect that Rey might have been in any way involved in any of those attacks. So perhaps her discomfort is simply that the headquarters had been attacked, and maybe the guard hadn't been able to fend off said attacks that well.

And then later he beats up a member of the city guard, but honestly, "hypocrite" is Danse's middle name..