When Sayaka pierced both of Henry's eyes, Henry wanted to scream but couldn't so he started to convulse instead. Sayaka was really angry this time, and she continued putting needles into Henry's eyeballs. It was when she was about to pierce some more needles in, Shadow appeared behind her.
"Sayaka, don't you think that's enough? Just kill him already." Shadow said a bit disgusted by the methods employed by Sayaka. He was a firm believer of the silent kill, he believed that when an assassins strikes it's only suppose to be one time. Shadow was indeed aware that some members of the family use torture to bring out confessions, but truth be told he didn't really like those methods. So seeing it first hand was a bit uncomfortable for him.