Ray opened the door at the front of him with his leg and walked out of it. They are in the east wing of the castle which has most of the rooms for guests there.
Lillian's room would have been here as well but the Princess chose one of the princess rooms for her to stay in so she didn't have to walk all the way to the other part of the castle to get to her room.
Their rooms are in walking distance, just a floor and a couple of steps away.
Ray did not know why she did that, especially when he found out which was Lillian's room but he didn't ask as Vaille didn't seem like she wanted him to either.
He walked to the room he stayed in the night before because it is the one he is sure that no one is staying in. He also knows that it has a working faucet and warm water.
Taking her into his room, which looks practically untouched, he placed her on the bed and walked into the bathroom to prepare the waters.