In Orpheus's estimation that really should have worked! Maybe the thing in the hall with them isn't a shade, but if anyone should be able to banish a strange aggressive spirit it should be Death Himself. When the thing simply envelops him instead, Orpheus takes another step back, eyes wide with concern.

"Thanatos? Are you-" And then the growling starts, and Orpheus's 'are you okay' dies on his lips. He reaches for his guitar, only to realize that he hasn't brought it with him into this strange, possibly not-real space. Should he try singing, and see if that defuses the situation? Or should he just run?

It's probably not wise to hesitate as long as he does, weighing his options, but he does multitask a little by backing up towards the door that usually leads back into another iteration of the hallway while he does so.