The way I imagined it was that my ambassador took most of the human soldiers with her shortly after shit hit the fan and left fast. Donny and his crew stayed behind to exchange fire and got into contact with Cactus and the Cabalist. After some quick decision making Donny was left behind while the other caught up with the ambassador and her soldiers. 

So yes in a sense they did get away from the diplomats as fast as they could, likely running into some trouble along the way. However the soldiers are still with the Ambassador Eleanore, and getting her to safety is top priority. They just need everyone else's help to ensure that.