Kelly was panicking, Ruby didn't return back to her apartment and she didn't know what to do. As someone who had been with Ruby, she understood her mistress well and she also knew the importance of this marriage to Ruby.
If she reported to Lucas and something bad happens, she was afraid that she will bring Ruby in danger. This is also the reason why; Kelly didn't dare return to her own place and slept in Ruby's apartment.
Early in the morning, she freshened up and got ready to go out and look out for Ruby once before she thinks of another way to find her. If she goes to the police, she was afraid that she will alert a lot of people and that would not end well.
Kelly didn't have the patience to take the elevator which is why she took three stairs at a time as she made her way to the basement parking where her car was.
