Right now was not the time to fight the person who claimed to have a way to save them. They understood even better than Klaus that, at this point, they were lost. He had fallen into a trap they could not escape, no matter how many things they did.
They understood how dangerous it was to fall into the hands of Nithim Twice in a situation like this, so even if they thought over and over again different strategies, the moment those powerful guys moved, they would be dead.
The other party also knew this, and that was why they had not moved immediately. He wanted to make them desperate, or maybe because they didn't want to kill them. Maybe they would take them to a terrible dungeon where they would be tortured tirelessly until their bodies could not take it anymore.
