The trio separated—everyone went to look for the core of the 'illusory reality'. Before separating, Venerable White gave Song Shuhang and Su Clan's Sixteen a 'thousand mile sound transmitter talisman' so that they could easily contact each other. In this dimension, which they thought to be a fragment of the ancient Heavenly City, mobile phones were unable to get a signal. Excluding Venerable White's super-magically modified mobile phone, not even Song Shuhang's normally magically modified phone could get a signal here.
Aside from that, Song Shuhang and Sixteen also had a disposable flying sword with them, and they could promptly activate it if they were to meet danger to either defend themselves or flee for their life.
In addition, Venerable White wasn't too far from them. As such, their safety was guaranteed.