By those 'flesh-eating creatures' his father could only refer to the Ghouls. Which meant, Zaen's hunch was right. His parents had something to do with the ghouls and they most probably left to take care of the ghouls on their own. According to the letter, his father intended to come back after a year, but since it had already been more than two years, Zaen could only infer that... things went terribly wrong with them. He needed answers as even though they were sh*tty parents to him, they were still important to Aeron, and the only one who could clear his doubts was Michelle.
"Can I talk to you in private?" Zaen looked at the bodyguards around him, "I assume you already know about the things written in the letter and I want to talk about that. However... I can't do that in their presence."
"Don't worry, Zaen. These people are my shadows and shadow never betrays its owner." Michelle smiled, "They would never even think about betraying me-"