Esna tends to rely on simply going incognito first and brute force second, because if you are trying to rely on a small team using brute force to keep you safe in a significantly hostile environment you're going to have a bad time.
That said, he did have one bodyguard who accompanied him significantly more often; in this case, emoting the guard (or lack thereof) wasn't an issue, as Rin is another player. Though she's not his official permanent bodyguard anymore, she's still very security-conscious around him.
Aside from that - when it came to clubs, bars, lounges, etc. I always imagined that his guards would mainly opt to lurk inconspicuously just outside the entrance.