None of the three had encountered any truly dangerous situations like Reign and Beast had. Their challenges were relatively simple, just the kind that took a long time to finish and also took some luck in order to quickly meet the requirements.
Upon arriving, Reign and the others narrated everything that had happened to them, and upon hearing how Reign and Wolf had seen the Statue of Liberty and now knew that New York was relatively close, Shadow wanted to go immediately, just like Reign at the start.
It didn't take much to calm him down as they had after all gone through much and their wills were tempered, allowing them all to calm themselves down and think about the best course of action.