What danger do Herbert and Pip realize Magwitch is in?

Pip and Herbert are afraid that Magwitch's (Provis') fellow convict and mortal enemy, Compeyson, will learn that he has returned to London and seek to kill him. Of course, we later find out that this is true. For proof, Pip says:

If Compeyson were alive and should discover his return, I could hardly doubt the consequence.

Pip and Herbert are also afraid that Provis (Magwitch) will be discovered by the authorities. He has been forbidden ever to return to England and if he does, he will be arrested immediately. So, Pip and Herbert hide him in an apartment separate from their own. At the end of chapter 44, Pip returns to London after meeting with Miss Havisham and Estella and telling them that he has discovered his benefactor’s identity. At the entry gate to the city, the guard gives Pip a note from Wemmick that warns him not to go home, so something is amiss!