She believes him

"So, this entire time, it's been you as Wendy, Natsu?" Carla asked.

Natsu/Wendy replied with a simple nod before Carla suddenly spanked him/her.

"Ow! Why'd you do that?!" Natsu/Wendy asked angrily.

"Because you're a pervert! Not only have you been inhabiting Wendy's body this entire time, you actually urinated using her body!" Carla said angrily.

"I didn't want to switch with Wendy, the coin made me! Besides, nature called and really needed to answer!" Nasu/Wendy yelled.

"Regardless, we can't find your body to figure out how to switch back. Our mission is to find those miscreants who attacked us." Carla said.

"Yeah! Those bastards are going to pay!" Natsu/Wendy said before getting smacked upside the head by Carla.

"Don't defile Wendy's body by cursing, okay Natsu?" Carla said, seething through her teeth.

"Fine." Natsu/Wendy grumbled.

Now what happens?