[X] Offer to take them to a private room where they can wait a bit in isolation, while you'll see if Patchouli is available to help. Alternatively they could go meet with the other otherworlders instead of the scarier youkai, Nanoha's group is about as safe as it gets around most of the places you've visited, they're pretty understanding, and they have pretty strict rules about causing lasting harm.
-[X] Send Sakuya to inform Patchouli if they choose to leave sooner.
[x] Escort them to Patchouli yourself, right away.
- [x] Or, if they would prefer, ask Sakuya to take them.
-[x] Don't interrupt Patchouli if she is occupied with something/someone important, though.