There were three places Kyran thought of when thinking of a safe location.
First was the Tower of Tribulation. Of course, this was subjective since most people who entered the tower would disagree with him. But the reason why Kyran believed it was safe was that only 'righteous people' could find and enter it. The second one was the Regis Estate. While it was true that the estate was surrounded by the Royal Family's people and the army brought by the outsiders, the fact that they could not destroy its Defensive Array spoke volumes.
However, going to these two locations was impossible, and Kyran could not warp there. In the first place, if he could warp back to the Regis Estate, he would have done so and tried to warp his people to the Tower of Tribulation and avoid the Royal Family and the outsiders' pursuit.
For this reason, Kyran could only consider the third option.
The Chaos Palace— or to be precise, the place outside the palace, the Misty Forest.