He could easily get them out of there with teleportation but he'd have to reveal it to Lyonne. The other method he considered, telling Schnee who would then tell the castle, would also reveal way too much. I wonder if Lyonne will ever realize anything about him? I guess he has to make sure she's not a blabbermouth first.
Are they saying Tiera is too heavy that Schnee couldn't clear the wall in one bound and had to wallrun the rest of the way up? Alright, it's about time demons entered the story. Their existence changes the nature of this story from just being an adventure where Shin looks for clues how to return to his world. There's a malevolent force threatening the world if Schnee says that a Marquis-ranked demon is enough to destroy a country, and I want to know how would Shin react to that. I don't remember him mentioning demons in the game before.