As the High Queen and Julia negotiate in Fillory, Margo appears suspicious of his motives. That's probably the smartest way to go. After everything they've seen, trust doesn't come easily to the royals.
Margo: I'm just glad we managed to sneak the gollum out. Is it me or is morgue security ridiculously lax? Quentin: Well I don't think stealing corpses is generally a thing. Margo: Should be. Kinda fun.