Unfortunately, Guy decided that the cats were obviously prey and needed to be not only chased, but possibly eaten. His major mistake (and the cats' saving) was to bark instead of run. The cats made their escape and went where Guy could not reach them. Since his first meeting with the cats, he's cornered Ronin under my vanity, which was an incredibly stupid place for Ronin to hide. Later he barked at Briseaus as she sat on the dining room table. He had been off his tether, but now he's back to being attached to me. When the cats are upstairs I make sure to put up the gate so they have some peace. He's not constantly looking for them, so if they're in the cat play house or on their shelf Guy doesn't usually bother them.
I have no idea if he'd really harm them, and in all seriousness, I'm more concerned that Danny or Quinn (the cat's Daddy and Mommy)