Yea, not sure how much more we will be in the capital, I think its going to be at least 3 more chapters.
I do know he does leave with Melty (who sneaks in by cutting her horns off, which had a chance to kill her doing it). He asks the slimes to protect the saintess while he is gone, since they can sneak around the castle without being seen. They are all introduced to each other. When he leaves with Melty, thats when he realizes that Melty really loves him, cause of how she risked her life just for the chance to find/save him, so they get together too.
Also on the way back they meet a dragon. New waifu alert