This Guda is a demon pillar/host based on previous works- check the eyes. Combined with the fact that their Servants are all the Evil aligned or crazy lolis, none of which are people you want to be on the wrong side of... NTR is the least of his worries right now.
I'm confused with the, "I didn't expect to see you. But, I thought the same thing." is it saying that A-Jeanne thought that A-Saber would also be here or did she meant to say, "You didn't expect to see me. But, I thought the same thing." because that would make more sense.