At the start of the day, while the entire army thought that Cain remained in the encampment, he had actually marched alongside them, hidden among the rest of the soldiers. He suppressed his battle power, making everybody on both sides think he was just another Level 4 Wave Warrior.
When Antony gave the order to pull back, Cain used Void Breath to hide his presence and made his way to the Lightning-Fall Mantis' cave, which he found using his sense of smell.
That was where Cain's hidden movements ended, but those of the rest of the military force just began.
Antony guided the entire military force back to the encampment. The instant they were outside the range of the aerial Wave Beasts, he took the five hundred strongest soldiers and marched under cover of the night.