How would he [i]not[/i] have heard about what's happening? This shit's bound to be all over the news, since it's a global invasion by alien robots and all. I'm sure he's capable of sneaking into the city just fine, the issue is I can't really think of any good motivation for it. As for Sir William, well, yes I'm sure he'll sense the demon and vice versa when they are in proximity, but I don't really see Alastor wanting to investigate him. He'd be more likely to want Shay to turn around and get the hell out of Dodge, preferring to avoid the problem altogether instead of facing it or solving it head on. Now Shay might be curious about the source of the divine powers, but curious enough to risk exposure or attracting unwanted attention? Hmm, that would be a tough call.

At this point I almost may as well have him mistake Maxus for Brainiac/Superman and rush in expecting the League to be under attack.