However, these people are actually hiding in West Russia...
Mu You looked puzzled for a moment. To his knowledge, the player forces in Russia are allies with those in their own country. That's because both of their corresponding empires in the Star Spirit World belong to the Lan Ai'er Empire. This means their game objectives coincide, which naturally averts a lot of conflicts.
Of all places to hide after fleeing the country, they chose Russia... Could they be employing a scheme in broad daylight?
That could well be the case. Conventionally, one would assume that those fleeing the country would take refuge in the territories of opposing forces. National search efforts would likely be similarly directed. By contrast, their choice to hide in an allied empire's capital would likely go unnoticed.
Of course, whether it is really the case or not is not Mu You's problem anymore. He can simply relay these clues to the national department through Sagittarius and let them investigate.