When Klaus said that he wanted to know who among Blessing and his gang threatened the members of the Grim gang, Victoria and Blessing knew that it had to be their friends who did it, but they were not ready to give their friends away to Klaus to do whatever he wants with them.
Victoria, Blessing, Dave, Ayo, Quintin, Jerry, and Yomi had promised to always take care of and protect each other no matter what, so Blessing and Victoria were not ready to give their friends out to the King of the school who would hurt them so bad to prove a point.
Blessing and Victoria knew that Dave, Ayo, Quintin, Jerry, and Yomi might have mistakenly and blindly done what they did, which might be due to the anger that were feeling at that moment because they wouldn’t dare threaten any of the Grim members.