We don't even have much information to give him. A couple of possible locations. Not much in the way of reasons or what happened. Ok, that's not true, pick your reason. Lord Hagrave only has about four different possibilites to use her for.
So, I'm just sitting here on the porch trying to figure out what and how to say. "Don't panic but Cat's been taken by Zombies." "Vance, Dawnie, Sit down..." OY!