While he was the gladiator known as Lo'Gosh, King Varian fought beside Valeera Sanguinar. He trusted her and that allowed SI:7 to have a... cordial relationship with her. Valeera's loyalty has carried on to King Anduin.
During the fight with the Legion, I came to know her as a capable if... independent operative. She can go where even some of my agents cannot.
We should listen to whatever message she brings. I imagine the source will be interesting.
Anduin is very trusting. Varian was much less so and chose his friends and allies carefully. But Master Shaw has a finely tuned sense of paranoia, shall we say. If he believes Valeera speaks the truth about Baine, then I am inclined to follow his lead.