Crow may be inadvertently saving Penelope's life here, but she'll probably think he was doing it on purpose after Jaxon's group kills all the guards ^^;
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EDIT: I just had an interesting idea: What if Jaxon blackmails Crow into helping him stay hidden from the knights?
Hear me out. Jaxon would have learned that Crow was in the outer villages by overhearing conversations about him by the local knights. Initially, he wants to hunt him down to collect the bounty on his head, since it's basically worth a small fortune at this point, but his plans change when he manages to track him down and finds him with Penelope (I would guess he'd either catch them in an intimate moment or overhear them talking or both).
Jaxon is a patient man, so instead of killing Crow right away, he decides to use this knowledge to force Crow to help him evade the knights so he and his thieves can continue sabotaging them for the Younisians. Basically, he would threaten to kill Penelope if Crow tells anyone where he is, and Crow would listen to him because he knows Jaxon is more than capable of doing it. Once he's through using him, Jaxon still plans to kill him for the bounty, but Crow has no idea, so he wouldn't even realize he's in danger too.
I feel like it could add an unexpected twist to when Crow and the other thieves are working with Penelope and the knights to hunt down Jaxon's group, because Crow would be working as an unwilling double agent and throw them off course.