In the sky above the Ancestral Mound of the Lu Clan.
The vicinity of this graveyard is now surrounded by two arrays. One is the original Illusion Array to keep strangers and ordinary people from getting inside and the second one is a defensive array that prevents what is inside from leaving the graveyard. This second array was the formation Lu Er had activated while running with his elder brother on his back.
The defensive array was created for the purpose of preventing anything from leaving the ancestral mound. In the realm of mortals, corpses coming back to life is not an uncommon event. That's why most graveyards had countermeasures ready if the dead had once again risen.