Zhang Fei Xuan's speed wasn't slow; from the Great Qi Sect to Red Maple Mountain, and then to where his Senior Brother appeared, it was only a half-day's effort. He had ample time to give chase.
Honestly, in normal combat, let's not even speak of half a day—even half a year would be considered fast.
Back when he was at the Qi Refining Fifth Stage and couldn't avoid a fight, he once encountered some Orthodox Ghost Disciple. While fleeing and counterattacking, he managed to shake him off only after grinding it out for a full three months.
Not to mention Earthly Immortals.
That Senior Disciple from the Red Leaf Faction had a higher realm than them. If the four of them worked together to fight, in order to sort out the real situation, by his estimation, it would take at least a year to see any outcome.
But the thing is, they can all survive!
Cultivation is about cultivating life. If it were that easy to die, then what's the point of pursuing the Dao at all?