Yes, something was definitely wrong with this boy. While she didn't express it outwardly she thought about the odd behavior and words. The signs implied that this boy was out here seemingly of his own will and had joined some group. The whole thing screamed something out of a film involving cults but perhaps that was reaching without further understanding.
Standing awkwardly she watched as the boy marched up. Given the circumstances Lydia didn't feel that she had much to worry from the boy himself so no effort was made to prevent the arm being grabbed. Making sure she had a balanced charge to her body she wanted to make sure she wouldn't draw and stray bolt of lightning. Someone so close would still likely be heavily impacted.
"Okay." If the boy was one of the missing children then he would likely be taking her to wherever the others were. And if she was completely off base then there would probably be no harm. Either way she didn't doubt her ability to keep herself safe.