When your private line went unanswered, he called that hotline the team set up. He asked to speak with you, and Danny told him what was going on... and he decided not to go into detail.

[Nessie sighs, and looks away, over at the city skyline that is slowly gaining its nighttime glow.] Can you imagine? Taking that call, and then realizing later that you're the last person who spoke to him? Wondering if maybe you could have stopped him? Poor Danny.