Although the Grand Empress was suspicious she did not have evidence to back up her suspicions.
While the Heavenly Realm was busy investigating the biggest theft of all time, Alex had returned just in time when it reaches time for Michelle to give birth.
Thank goodness he arrived just at the moment his powers guiding both mother and child were about to wear off or else both mother and child would have died if he did not arrive at the time he did.
After feeding Michelle the miraculous elixir, he patiently waited for Michelle to wake up and when she did, she immediately went into labour.
Alex wasted no time. He carried Michelle on his body and immediately the two of them disappeared only to reappear in her quarters. Despite that he has been away from the Mortal Realm for a long time, he was surprised to see that Michelle's room was still intact.