I always thought Zhu Hong was angry with the guy because he didn't pick the right Zhou WeiWei when he was standing in the mirror -- that he let the fact that she didn't have a shadow convince him that she must be the wrong one.

It was only after that that she decided to kill people, so she might've avoided being dragged back to Dixing if he'd just stood by her then.

She may not have told him the truth, but he recognized her there in the mirror and then betrayed her.