Why did she feel like she was arse deep in alligators, and slowly sinking?

Probably because she was. Especially with Haage himself whispering in her head how he could help her through this. Shut up, she responded to him. Rosh knew his help wasn't help, after all.

Even if she wasn't sure Loki's help was help, either.

"Oh, aye, he's a threat. Only 'is own best interests at heart. Certain sure not anyone else's. Oh, he'd keep me alive if he needed, but only because it might hurt if he didn't."

Gulp. The idea of owing Loki a favor wasn't high on her list. She was still reeling a little with the fact that he hadn't turned her into a toad or a pile of ash because of her attempt to pie him. Still, her honesty seemed to amuse him. "An' I can't say I'm sure what I could do as a favor fer ye, to tell ye the truth."