The Saramina Sea Demon Palace Was located right in the middle of the Saramina Sea, which stretched for over twenty thousand kilometers. Rean and Roan's Soul Connection could go as far as one million kilometers right now. Good thing the twins' connection could reach a million kilometers far. Otherwise, with the World Splitting Sect on the other side of the country, they might not have been able to use the system and the dimensional realm.
At the moment, Yuan was in his Horned Cloud Shark form, swimming back to the undersea Palace, which was completely submerged in water. There were no such things as pockets of air or anything like that. And, to be true, there was no need. The Saramina Sea Demon Palace only accept sea races.