Caitlin absolutely doesn't buy Alejandro's excuse that just because they've worked together, they need to investigate an FBI agent's background. Who's he trying to fool?
Unless Jimmy did something that might pose a threat to him. They all come from the front lines of the CIA, she knows exactly what they're thinking, but even though their call was on a secure line, it's still inconvenient to discuss too much over the phone.
Caitlin: "Really? Since you guys have worked together, you should know how important he is to us. I hope your cooperation goes smoothly."
Alejandro: "Our cooperation has been very pleasant. May I ask what your previous cooperation was about?"
Caitlin: "Have a wonderful evening, Agent Gomez."
Caitlin didn't say much, her phone call clearly showed her stance. If anything unexpected happens again, so be it.
