A strange sort of quiet settles over him and the corridor in the wake of Seras' tale. Walter knows full well of Alucard's almost callous disregard for the safety of others in the midst of battle. It was one of the primary reasons he was the one to work with the vampire in the first place; Walter was the only militant in the Hellsing organization capable of working in tandem with the tunnel-vision-prone nosferatu without getting his head blown off.

"He... shot through you?"

Walter is having a difficult time processing that. Someone suddenly being in the way, he could understand, but from what it sounded like, Alucard had deliberately shot through her.

"He shot through a bystander?!"

It's lucky they're so out of the way at the moment. That last word actually echoed a bit.