Qin Shiyue captured Zhang Xiaohua, but it was merely to force information about the pill furnace out of her. The pill furnace was something Emperor Shitian and others were unaware of. If Qin Shiyue could get it, it would undoubtedly be a great achievement; even if he couldn't, there were other relics from the Path of Immortality that he could use as a pretext. Hence, seeing Zhang Xiaohua falling into the water and knowing that she had no chance of survival, he simply sailed away and never mentioned the matter again!
Of course, the forces behind Zhang Xiaohua never appeared later, nor were there any clues, which greatly disturbed Qin Shiyue. As for Xu Jiaotong, she followed Qin Shiyue when he returned to the Tianlong Sect. Seas Dragon was originally a subordinate of the Tianlong Sect, and it was entirely justified for Qin Shiyue to take Xu Jiaotong under his wing. As for the specific relationship - dear readers, who would care?