On his way to the White Immortal Sect, Xinzi murmured the poem that Dong Ling and Chun Xu dedicated to him and came to one conclusion: "Xihai. They left for Xihai. Might not have gotten there yet, but that's the goal."
Dong Ling and Chun Xu had no understanding of the Endless Sea's structure, so the "western seas" in the poem most likely referred to Xihai, that quite literally meant "western sea." And the "Dark Umbrella" Dong Ling mentioned meant "Dark Chamber of Commerce."
Xihai was the leftmost prefecture of Dongli, bordering the Anyue state and with a port connecting to the Endless Sea. Depending on the road and method of transportation, to go from the White Immortal Sect to Xihai Prefecture could take anything between an instant and weeks of travel. Knowing Chun Xu, Xinzi believed that she'd avoid all paths that Zi Yao could easily track, opting for stops, decoys and an overall confusing pattern just in case the matriarch figured it out as well.