Alex believes him about being from the future because while Simon may color the truth, she doesn't think that he's ever really lied to her. It would have been easier, maybe if he had but Simon is probably the only person in the entire story that she can count on to tell the truth even if it's cryptic as hell. And going to continue to be cryptic as hell, actually. Letting out a soft sigh, Alex just watches him for a moment, because Simon's gotta Simon and Alex should know that but sometimes she wishes more than anything else that he'd give her a clear answer for once. That's not how Simon works, however and Alex knows it. So Alex steps into her familiar part.

"What kind of key piece, Simon? I mean, given what I know about the Mysterium and what it actually is, and the fact that 'Hastur' was obviously Warren sending in those recordings." Given how Keith Dabbic was dead. But Alex Reagan makes leaps of logic, and she knows what important piece that she's not connected right now is around a lingering thread from the show. After all, Alex has already figured out that all of the pieces that she'd thought weren't really connected were the same entity when it came down to it: the Order, Tiamat, the Brothers of the Mount, etc. But one thing that they'd not figured out what something that Strand had heard enough of to last him a life time even before it had jumped into the plot.

"The Horn of Tiamat. That's what you're talking about. It's one of the hanging threads."