Steph hadn't even second guessed the order to close the exits; she's used to dealing with orders from Bruce, and later Babs, plus she knows that Martel is Hellsing and wouldn't ask her to do something without a reason. She'd moved quickly and carefully, locking every door and window, and checking the vents to make sure no one could get out through them (it's a Bat thing). A few people had questioned her, but she'd quickly assured them it was a security check, nothing was actually wrong, and the doors would be re-opened in a few moments.

She doesn't look for Martel, because it might result in her getting in the way, but it's not hard to hear the commotion when it starts and she follows it to see Martel slamming a man into one of the locked doors. She's curious about who the man is, but she can't ask later.

"Yes, boss," it's a little more formal than she usually is, and she's holding herself differently; she's in Batgirl mode. But it does mean that as soon as Martel is out the door, Steph is sending one of the other librarians to find a cleaner, and sending another to unlock the doors and windows. She stays near the scene to field any questions.