With the last panel showing a classroom scene we've never seen before of Katou holding a piece of paper and Yui by the door, I'm assuming that was a drawing that Yui made and Katou found, which led to them interacting for the first time, and that's why she initially choked up and asked "which...
So Kaiser, who previously caught Natalie following him home and peeking into their bath, the same Kaiser who noticed Regina's incoming attack in the city from the slightest change in the air, got completely duped by a 10 year old girl and couldn't find her at all without having the help from...