When there was no sign of recoiling or panick, Greg realxed a bit and tightened his grib a little. 
"And because you are you, I believe you will get over this real quick. You are home now, with me, being afraid here is illogical, is it not?" he said, attempting himself at Sherlocks kind of logic. If it didn't work, Sherlock would just make fun of him for it and even that would have accomplished something. 
"I already told you, did I not? Noone knows about any of this. I didn't tell anyonre where I was going when I left the crime scene. I had never called reinforcements, that was just a bluff, and I still can't believe it worked. All I said when I grabbed the files was that I was letting you in on this case. Neither Donovan nor Anderson are even suspecting any of this, alright?" he explained himself in more detail, to make sure there would be no doubt left for Sherlock regarding the matter.