Fili was hesitant to leave his uncle and Dwalin, but with the incoming Goblins, he was forced to, along with Saeril and Kili following him. The whole time they have been silently advancing upon the towers, made Saeril feel something that was a bit off, making the whole scenario suspicious. Azog wouldn't cower away nor would he give away. They've made it to one of the towers, but then Fili stops them midway. "Stay here, search the lower levels", he said, before looking back ahead. "I’ve got this". 

Saeril was hesitant to leave the blonde like this, while the area gave off a very fishy presence, but for Kili to reluctantly run off, she did the same, only to fly upwards to take the upper level. She didn't want to be separated like this, but at the same time, she kept an eye on both of them from above. 

Back in Dale, Legolas was just finishing his conversation with Gandalf, until he found both of the she-Elves missing. Where could they have gone? He let his ears lead him to a conversation, having to hear the voices of his companions around the corner. Taking his sword, he striked down upon his fathers. "Father, if you harm either of them, you will have to kill me as well", he warned, before turning to the two females. "I'll go with you".