Shane was aware that he had offended the RadiantRing's shelter captain, but he didn't worry about it, as the captain would be taken care of soon enough.
As for someone assassinating him or beating him into a pulp,it could only be seen as a bad joke. Nobody had seen him enter the room he was currently in, except the owner of the inn.
And even the owner couldn't see his face, because he wore his gas mask in addition to a clean robe, which he had taken out from his spatial ring to cover Umbra completely.
In the end, the only thing that the inn owner could pin him to was his devil-shaped mask, and nothing else.
Shane didn't worry about the shelter-captain, because there were too many things for him to do right now, which didn't leave him any room for such a dumb character in his mind.