Miran and Dorian had agreed to wait until the right moment to ask Uri if he knew of a way out. The man was and Earth Guardian and could flatten the mountain they were in, in minutes if he felt like it. Creating a tunnel outside wouldn't be too hard. That would have also been the perfect chance to find out the identity of the person behind the kidnappings and possible murders.
The two had only been allowed back into Uri's quarters after he had stabilized the demon energy in Reyna.
"Like I had said before the Demonic energy holds the Dark spirit captive. It prevents any contact between the spirit and the child. The Fire energy has been used to disguise it and control the evil energy from growing. Whoever thought of this is worth my awe.