Small blue woman, probably Lapis. Interested in defecting...well, that is new information. And information that, should he survive this encounter, Strange is going to narc to the Ringmaster.

Strange just continues talking over everybody, trying his hardest to keep the conversation going in a way that doesn't involve punches. "I'm afraid none of use have seen the blue person you're speaking of," he explains with a little shrug. Curiosity gets the best of him though, as Strange asks,

"How do you know she wants to defect?"