Now that the Masamune was broken, Alucard simply threw it away. He then looked at her after he saw her little specially made bombs. "You may want to save those for later. They may be useful," he said, as he made his other blade, the Crissaegrim, appear in his hand. He continued to lead her towards the throne room, and at one point revealed that he as a vampire, not by telling her, but by sinking his fangs into a monster's neck and draining it of blood. At one point though, they reached a place where the ledge was too high to simply jump to, so he wrapped his arms around her to keep her from falling as he form wings out of his back for about a half second as he used them to boost himself higher, letting go of her after he landed on the ledge.