In as much as Dolores went into Town in form of an old woman, seeing a strange face in Zago must have alerted the citizens or even the King's army and she was trailed. Dolores never got trailed without noticing it and leading them off to the wrong path so how did this happen? I'll tell you.
Dolores was going around gathering information but a woman took notice of her actions.
"Hey, do you know if the King is okay? I worked for him five days ago and he's yet to pay me. My son and I need to eat." Dolores asked around.
A woman who has watched her the whole time quickly alerted the king's men and their sorcerer put a magical trail on her feet. Only the sorcerer could see those trails and so that night, he led the soldiers to the cave. Even the almighty Dolores had no idea anyone put a trail on her.
"Where's Naya?" Dolores asked Tyril.
"Alone, in the bush, under a tree." Tyril responded.
