I'd like to know if "in alarm" in this excerpt from the chapter Five of The Great Gatsby means "on his guard", "on the alert" or rather "anxious":
Gatsby got himself into a shadow and while Daisy and I talked looked conscientiously from one to the other of us with tense unhappy eyes. However, as calmness wasn’t an end in itself I made an excuse at the first possible moment and got to my feet.
“Where are you going?” demanded Gatsby in immediate alarm.
This quote comes from Chapter Five and is when Gatsby and Daisy meet again after their long separation. Of course, this meeting is very awkward, and this is why Nick describes the "tense unhappy eyes" of both parties. Daisy is married now and both have moved on, and Gatsby feels the falseness of this situation very strongly. This is why, when Nick, feeling a bit like an unwelcome third guest, tries to leave, Gatsby "in immediate alarm" jumps up and asks him where he is going. It is best therefore to describe "in immediate alarm" as meaning "anxious," as it best expresses Gatsby's worry and concern at the artificiality of this situation. This is supported by what Gatsby says to Nick when he follows him into the kitchen straight after this quote:
“This is a terrible mistake,” he said, shaking his head from side to side, “a terrible, terrible mistake.”
Gatsby's anxiety about this meeting with Daisy is therefore highlighted: he has finally managed to meet with the woman of his dreams after so long, but now he is understandably very nervous and anxious about it. After desiring something for so long, it is only to be expected that finally attaining it is going to cause some leel of anxiety.