Hazel was confused because she wasn't aware of having any teaching besides Celeste, and even now, she had yet to go to her for training. She found learning with Arzan quite helpful, and he was quite a good listener and instructor.
"Who delivered the message?" It couldn't be a servant as they would have waited to tell her directly and probably go with her.
"It's… Sir Duran, the dark elf," Heidi replied. She was a bit skeptical about that elf and wondered if he would rat her out. If what he said was true and the king already knew who she was, then, if he says anything, she has done form.