The reason why Zhao Hai had revealed his killing intent toward Yan Wen was because he felt that Yan Wen was even more despicable than the other cultivators. Although Yan Wen didn't look at him with killing intent like the other cultivators, Zhao Hai was able to see through his mind and sense that Yan Wen's hostility toward him was no less than the other cultivators. In other words, Yan Wen didn't have any good intentions when he approached him. He didn't want to join Zhang Feng's forces, but to kill him and then frame him.
He had to admit that Yan Wen was good at acting. However, he had met Zhao Hai who was even better at acting. Zhao Hai had long noticed Yan Wen's hostility towards him, but he had been acting with Yan Wen.
Now that Yan Wen was telling him to be careful of those people, Zhao Hai knew that Yan Wen was using this method to get closer to him so that he wouldn't suspect him anymore. When the time came, Zhao Hai would be able to stab him in the back.