Before crashing to sleep, Rex left orders to his subordinates.
Though in a literal sense, he already annexed the Exquisite Gang and they were not part of the Berserk Gang, Rex still didn't fully trust Tango enough to leave everything including his life at the hands of this advanced mystic warrior.
Before sleeping, Rex promoted 2 of the more outstanding warriors of the army who were previous Commanders of the Exquisite army to leader status.
Both of them were meant to balance the power at Tango's fingertips.
Rex only slept after doing that, and as for his safety, all 3 of his transformed beasts and Ambition were together with him in the room protecting him.
If anything happened, his transformed beasts and warriors were more than capable of taking care of it since they already completed the hardest job.