After having a meal at trezeb's place, Zhao Hai and the others left some seafood for trezeb before leaving. They then went to Moen's place and rested there for a while before boarding the ship and going out to sea.
The reason why Zhao Hai wanted to take the ship out to sea was because he didn't want those people to know his whereabouts. He wanted to give them an unfathomable feeling, which would make him safer.
Of course, with Zhao Hai's current strength, he was no longer afraid of the Church of Light. However, if he were to reveal all his strength, Zhao Hai believed that he would not have a good life. On the contrary, the people on the mainland would unite to fight against him. He was too powerful. To the rulers, he was a greater threat than the Church of Light. Therefore, Zhao Hai was not going to reveal all his strength until the last moment.