After watching the sunrise with his wives and fiance, William went to find Zhu and Sha because he thought that bringing them along was a good idea.
Both of them were Demons, so if he needed some backup in the Demonic Continent, the two of them would be perfect for the job and wouldn't arouse any suspicions from the locals.
Soon, the time of parting came and Ashe, Princess Sidonie, Lilith, and Celeste stood at the gates of the academy to bid him goodbye. However, for some reason, Princess Aila, Princess Eowyn, Kenneth, and Pearl were also there.
The three other ladies, and gentleman, didn't know where William was planning to go because it was confidential. They just noticed that the Half-Elf's group was headed towards the gate, so they followed behind them.