Even though Shen Yanxiao had already entered into an agreement to let the two elves from the Moonshine Trading House to sell these gems for her, but with the current number of gems she had, probably the whole Jadeite City wouldn't be able to gather enough funds to purchase them.
To solve this problem Shen Yanxiao had put Vermilion Bird as her stand-in.
Vermilion Bird was a magical beast, and the barriers surrounding the city were ineffective against magical beasts. Therefore, Vermilion Bird could freely enter and exit every city except Moonshine City.
Shen Yanxiao wanted Vermilion Bird to get in touch with the elves in the Moonshine Trading House. During the half a year she would be in the advanced training camp, Vermilion Bird would help her travel around to other white and black-level cities and purchase potions and bows for her.