He stayed in your shadows. Stalking.. watching.. you had paid him a large enough sum of money so he'd keep you protected. He didn't want to be seen by anyone else, however. Not humans, he can't be seen by them anyway, but by other demons or reapers.

"Stay down this alley. I'm not risking being seen by others..."

He said quietly. Still using your shadow to hide. As long as he was in your shadow, nothing could see him.