Looking around, the Soldier doesn't see anyone. Or anything, really.

Actually, not true, it sees a pair of hands beckoning them towards the forest, but when it ignores them, eyes skimming past, they both make a rude gesture at it. "Where is he. This Duke of Hell. Point him out for me."

Maybe it will make Crowley less jumpy if the Soldier shoots this Duke of Hell he's seeing. Because it's definitely a hallucination. Poor Crowley, it'd been really relieved to hear he hadn't been effected....