Although Zach and the others didn't know what to expect from the Underworld in regard to their methods of concealment and construction, they were confident in their abilities. Even if they had only found Locales by being abducted, making one themselves, or by receiving the coordinates, Zach, Dukiel, and Julius had no reason to suspect that the Underworld could hide from them.
The Underworld had already gone to the lengths of hiding in the sewers. If they concealed themselves too well, it would be difficult for them to find their own base of operations.
As such, the group and their familiars were thorough as they inspected the sewer tunnels. But if they didn't find anything, it was because there was nothing to find there. So, they continued looking.
