Velanna isn't going to look relieved or annoyed for her company, one way or another. She has learned to work with what she has, regardless of the situation. In the Wardens you don't always get to pick who you're stuck with, which is just about proven if you look at the state of the Warden encampment.

When Alan lists off what he can do she does glance off to the side, withholding any comment about how the elves are likely better at remaining unseen than he is.

"Shapeshifting is the extent of your talents?" She doesn't really need to give her own resume, Thranduil is already aware of what she's capable of.