I know this is a bit outside the current discussion, but here's the answer to that question I found while rewatching the pilot: at the end of the warehouse tour, Artie offer them a cookie for the road. He then says that Leena's is about 7 miles down the road.
As for the episode itself, I really liked it. Quite a good and strong season ending and I can't wait for next season, when we will resolve Artie's faith. It is possible that he had the Phoenix in is pocket, but would it protect him against the kinetic energy of the blast?
Also about Leena's betrayal, I like the idea of her being corrupted by the pendant. She seemed to linked to Mrs Fredricks and the Warehouse to be coerced by mundane motivation, like money.
...but would it protect him against the kinetic energy of the blast?...Short answer - Yes. I've learned to not delve too deeply into the actual science behind the artifacts, and just count on their suprnatural aspects. Even if they sometimes defy logic, the writers will still "make it so."