"I decided to accept his offer, Anna," Lucy said. "I can't explain the details yet, but I have a good reason why."
Zack wondered if Lucy doubted her own sister, but sometimes, the most unsuspected person is the actual culprit in situations like that. Although Anna trusted her sister, she couldn't help but think that Zack did something to fool her… even though her sister was that wise.
Anna didn't voice her thoughts but decided to follow Zack from behind and kill him if he decided anything that seemed even a bit suspicious. That was pretty obvious from Zack's perspective, but he decided to stay quiet about it and just focus on the meal.