Yugi not have imagined this. Shadow simply disappearing when he was hoping for some sort of guidance when trying to get out of this mess. Shadow repeated Tea's words and was gone. It worried him. About to ask Yami to take his place so he could find her within the puzzle and seek her out, to ask what was wrong. He saw it, and wasn't stupid when there was a friend who wasn't being themselves. He normally simply let it be for either they would come to him when they were ready or was hesitant on going up to them, afraid that they would reject him. 

Yami noticed the change in Yugi's emotion, noticed his surprise and hesitance to Shadow's disappearance to Shadow retreating into the Puzzle. [i]"Do not worry Yugi. Focus on your friend and his Duel. He needs you. I will see Shadow."[/i] Yami voiced to his concerned host to ease him. So within the Puzzle, Yami exited his Soul Room and looked around. He saw Yugi's Soul Room from across his, it was bright and innocent like his host. He hoped it stay that way. Then he looked to the endless hallway. He began to walk to one, using his senses over magic and shadows like he always had like it was 2nd nature to him. It was the first thing he somehow knew when he was awakened by Yugi. That and using that power to place justice on those who threatened Yugi and his friends. He didn't fear the shadows nor was afraid. He left them be, Let them go on their business. "Shadow." He called, wondering though where within this hallway would the genie be.