Louise's warning wasn't unreasonable, but Marvin wasn't completely unprepared.
Because of his plight in Arborea and his experience in the Secret Garden, Marvin paid attention to interplanar battles.
Before leaving White River Valley a while back, he made Madeline spend a lot to create a temporary Teleportation Gate.
Even non-Legend Wizard could use this item.
The portal made by that item could transfer Marvin back to White River Valley from any plane.
Thus, Marvin only smiled and thanked Louise for her good intentions before taking the lead to enter the gate.
They would be randomly teleported after passing through the Nightmare Boundary, even if they were to hold hands.
...
Interplanar Teleportation felt a lot different from long distance teleportation.
It felt like a long time, but only a few seconds passed.
When Marvin opened his eyes, he only saw a desolate desert.