(J)
"...A-are you s-saying you can help her?," Jonathan stuttered, barely believing his ears. "How? No, that doesn't matter, just do it!" His heart rose again; Lily would be saved! She would come back, and they could go back home together. Yes, that was what going to happen. Everything would be solved. "How can I help?," he asked Daniel, a spark of hope having reappeared in his eyes. At this point, the man would grab every single straw he could see, no matter how fragile it was.

(L)
"Hey, wait, what about me? What if I don't want you... doing things... to me?," Lily intervened, nervously stepping away from Daniel. Why was everyone so convinced that her name was Lily? Did she look that much like her? Or were they just all crazy? No, that didn't make sense either; Miss Devon was nice to her and believed her. What took Miss Devon so long anyway? She said it would only took a few minutes, but it seemed that she was gone for far longer by now. 
The girl looked back and forth between the three men and the door. Should she make a run for it and call out for Miss Devon? But no, the third guy was standing at said door, blocking that exit. Fighting wouldn't work either; not when outnumbered like this. Besides, what would she do if they were like those demons, barely even flinching when struck with a fireball? "I... I...," she muttered, obviously afraid.

(S)
Simon, meanwhile, was just hanging back at the door remnants, not really knowing how to add anything to the discussion. Well, at least it gave him some thought to thing about the situation. 
[b]Fact 1:[/b] They were all transforming into their Cosplays, both in body and in mind. The girl in front of him especially was striking proof of the latter, and he had seen more than one example of the former. At least most of the people he'd seen today where mostly human in appearence.
[b]Fact 2:[/b] They also somehow got the powers of their cosplays. In addition, all accessories that went along with said cosplays also became real. He had physically experienced the former, and had witnessed the latter on several occasions.
[b]Fact 3:[/b] More than one thing about this Academy was really weird. The students that behaved really strange and obviously knew more than they told, the time-space warping hallways beyond the door. Furthermore, the cosplay event did start here. Did that mean that someone of this school was behind the whole deal? Well, not necessarily; for all he know, the Academy was simply the location host, with the actual organisation being done by an entirely different party. Still, this place should be the first place to do some research.
[b]Fact 4:[/b] The transformation could be, in several cases, lethal. From what he'd seen, it most often happened with the more extreme cases, with things like growing tentacles from your head, and in the middle stages of transformation. They had survived up until now, but that didn't mean that they were safe.

Conclusion: Lacking the luxury of time to research everything at random, they should start at the one place they knew something about; the Academy and its surroundings.