Oh, I'm sure it'll be a nice, polite conversation laden with unspoken threats and dripping with sarcasm and resentment. Big important man like Janus will recognize the subtext.
Though at the moment Oswald isn't actually aware of what Sapphire's childhood was like, even if she does ask him to accompany her to family day the likely hood that she'll tell him why she doesn't want to face her father alone is very low. More likely is that she'll tell him her father's a strict man and she'd feel better having a friend by her side.
Side note, she wouldn't take kindly to others fighting her battles for her, which I suppose is ironic cause that's exactly what she does for the people she cares about.