Grim Shadow was slightly annoyed at Nicholas' rude words and he gave him a glare causing Grim's eyes to turn red. 

"I will ignore your rude words, but I would advise against such stupidity towards one such as I. As I have said I am here to help, do you honestly want to go against Phantom Stranger, Spectre and Death's orders that were given to me?" he asked the conman. Mortals could be incredibly short-sighted in how they talked to beings who are higher than them.

He was reluctant to work with Constantine because of the man's nasty reputation, but he had to listen to his master and obey his wishes. He hoped that this wouldn't turn out to be a bad decision, he has seen enough of humanity throughout history to know how irrational and self destructive they could be.