Min Dan Yul and Sang Jong took the route towards right and started searching for Yoon Ji. Right route is usually isn't used by the normal people because after crossing some distance the route enters through series of bandit villages. Most of them attack and stole from anyone who passes by.
'I must go there by myself. I can't risk his life too. I know these people; they will only offer a deal to a prince in return of her. I should get rid of him' thought Min Dan Yul looking at Sang Jong.
He could've taken royal guards with him but the only problem with involving guards were Yoon Ji's father. He is Commander chief of King's army. Even if they do everything in secrecy, he will somehow get to know where they went and why. If he knew about Yoon Ji's unannounced absence, she will be in a big trouble. That can affect Yoon Ji and Joon's relationship.