"The end! Here's my phone First! Fifth's at the other end. I have nothing to do with this! It's all her! I just did what Dad told me to do! Calvin out!" after handing his phone to Zane, Calvin ran away as quickly as he could.
Not towards inside the house because Tony's in the way and would probably kill him for talking to Violet without telling him first so instead he went past Zane, went outside the house, and searched for another way in or if some windows were open that he could climb in.
Earlier when Calvin was explaining the situation, the moment Calvin said the word 'kidnapped' Zane was quick to take out his phone and ordered all his personnel to make a sweep of the entire country to find his little sister.
With Calvin's phone in hand, Tony's homing beacon switched to target Zane. He immediately dashed forward to grab a hold of it but Calvin, who was taller than his father, raised the phone above his head.