Phew, looks like I responded JUST in time then! Zashiki's acting a bit funny here, so I thought I'd probably explain; I have this headcanon that Zashiki and Gaignun have had multiple extensive (and probably one-sided) arguments over when and where she can use her shadow-walking powers, but eventually a compromise was made; so long as Gaignun was warned beforehand, Zashiki could use her abilities - under the condition that Gaignun was able to find her again quickly. That's why she talked to him briefly (I also like to think she said something like "I'm gonna fuck with the new kids" before jumping off) and then yelled after teleporting, so an 8ft demon didn't stop the whole caravan and give Zashiki a proper ass-whooping for leaving his sight. He was warned beforehand and now knows where she is.

And the little interrogation scene is just Zashiki being an arse, get used to it my friends, you'll be seeing a lot of that as time goes on. <3