Quite frankly I'd say that the "highly trained" and "knight type" troops would be the [I]first[/I] ones selected to accompany the duke, and thus likely the last ones available to send on an errand to escort a group of what is essentially just another band of unaffiliated questing adventurers. With a large chunk of the elite forces of the duchy off to the wedding, another part in Etlon to guard an excavation there, and the rest being busy trying to keep the city safe even with the confusion caused by the large number of incoming refugees, I sincerely doubt the Zerulic military has any kind of manpower to devote to things like this. Besides, the duchy already stationed a representative to receive the group at the gate; I doubt they'd send an escort on top of that.
But as I mentioned earlier I expect the main group to reach Zerul City very soon (at least I hope they will), and there are even already characters waiting in the city, so rather than sending your character to meet them on the way I'd suggest having it meet them in the city.