Elliot was handcuffing socialite Anne Gillette for fraud; she was also a suspect in her parents' murders.
Anne Gillette: If you really believe that I could do something like that to someone I love, what do you think I could do to someone you love?
Elliot went to see Don so that Olivia and Ash Ramsey could transfer Anne to jail while he takes a little lost time as he was clearly rattled up no matter how hard Elliot tried to downplay it.
Elliot: Anne threatened my family
Don: Well, I wouldn't call that nothing
Elliot: Yeah, well, I don't think she has the reach to get anything done from the inside but just to be safe, I'm gonna take Kathy and the kids over to her sister's in Jersey. I'm probably overreacting but...
Don: I don't think so. Haung thinks she is extremely lethal. You take care of your family. We'll handle the prisoner.
Olivia was getting ready to transport Ann to prison with Ash, despite that Ann put out a hit order on them. Elliot was concerned for Olivia's safety.
Elliot: Maybe you should. I sent my family away
Olivia: They're civilians. I got a job to do.