Leonel didn't say anything even after Maxx had left, but his senses relaxed somewhat and his hold on his brothers loosened. The reason he had insisted on not closing his eyes when he faced Maxx's stare was because he didn't want to be distracted for even a moment. Against such a person, even a split moment of distraction would mean death, and if Leonel died, there would be no one to bring him back to life.
He didn't miss any part of what Maxx had said, but that was less because he was listening for his advice, and more so because he was searching for clues about other matters. His grandfather's lover was one person that he needed to know more about.
Usually, this would be a person he directly ignored, but she had crossed his bottom line. Since she wanted to stand opposing him, then she would have to die.