The duo's first attack was the one that told her they were on another level compared to Alice and Reynolds. Grey's attack power was especially very strong, on the same level as a Second stage Sovereign who is about to break through to the Sovereign Plane.
Just the kingdom I believe. I think they are all sworn to Anulo and the kingdom but not to eachother
"In any case, as I have said, they gain nothing from coming after you for now. Even if they wanted to gain your first follower, it would be useless to them. The kitten isn't strong enough to be worth it."