Oh, he's just going in there himself instead of getting someone else to kidnap her and bring her to him? I guess he can't have someone else do something that shady in the palace because no one would want to bear that kind of risk. I'm going to assume they are prepared for it and have patrols while they're sleeping, otherwise this is pretty bad.
And yeah, he might just die right here and then if he actually manages to get close enough to assault her. Being found in a young lady's room who is someone else's fiancee and the daughter of a powerful military family is basically asking to die. Even if he succeeded, he'd live the rest of his life fearing for his life.