"Get with Furiosa and Palmer then... I will help you get to safety once I have dealt with these attackers..."

Harley is used to fighting multiple opponents at once. And because she has an immunity to toxins and poisons... she can fight close to the toxic gas without concern. It might even give her an advantage... since she can force the creatures to stay in the toxic gas a little further.

The ice dagger she is using is the same one that Loki gifted her during Christmas. And she is incredibly quick with her attacks. Harley can dodge attacks just as quickly with her enhanced agility and speed. Besides her dagger is magically enchanted to cold-cauterize the wounds she inflicts. Unless their weapons have magic on them... Harley is not concerned about being injured herself, since she heals quickly.

"Furiosa get our new friend and Palmer away from the ship. If you get a clean shot take it..." Harley trusts the other woman to shoot the right person, even if she is still in the mix of the action.

Harley doesn't know what these creatures are... but now she can see them clearly she is keeping her stand. Protecting the others from them.

She is a good fighter. It is what Suicide Squad trained her for. And she is just crazy enough not to be frightened by these strange creatures.