Since Lucy seemed to have gone missing, Toz naturally wanted to go and find him. But he knew that Lucy was busy, and Toz stomping around, flipping stones, and rummaging through the ground was bound to put Lucy in more trouble rather than help him.
Toz didn't even know where to begin if he were to go looking for Lucy. The only clue he had was that Lucy had gone to investigate the people from the Redire Kingdom. He could easily find where they were staying. But he couldn't just go sniffing around every soldier, servant, or noble from that kingdom when there were so many of them.
Not to mention how doing that would easily tip them off about his and possibly Lucy's activities. If Toz recklessly went looking for Lucy just because he was worried, he could endanger both Lucy and everyone else. His actions might even force the conspirators to put their plan into action before Toz is ready to stop it.
