I assumed that he was referring to his shooting of the guy who shot at them in Ennis's truck outside the police station. I don't recall Ellery ever threatening Ennis with anything.
My assumptions could be completely wrong of course.
I actually feel a little sorry for Junior at the moment. Don't get me wrong, I want to shake her, but she is young, and confused. She wants her Daddy to take her away from her problems.
I think that it's interesting that Ellery seems quite immune to feminine emotional manipulation, as with Junior and Alma previously. He can be cold when he needs to be - guess that the policeman coming out in him.
I thought that was it at first too Kazza, but I am sure that was a more specific reference to Ennis, I dont know why.
As for Junior, I dont really feel sorry for her, although I think I should! Does that make sense? lol She's just driving me mad with her faffing about, and her constant moaning to her dad. I dont think she's had anyone be as direct and as cold as Ellery was, and I think that really threw her, especially as he was always so nice and friendly before.
My take on Ellery being immune to female manipulation is the fact that he never married, never had a girlfriend and doesnt have children - and that he is a policeman and is able to take out the emotional aspect of any situation when he needs to - as well as add it back in when its needed too.