From the feeling Lei could sense, he didn't feel compelled to pursue the cruel and unwelcoming feeling much, even if it was something completely new to him, his curiosity did not overcome the sense of danger he sensed from there. And while he realized he wasn't where he had initially aimed for, he didn't want to overwhelm himself with too many places at once. So Lei decided to pursue this new clue with his safest bet. "Thank you sir, my intentions are simply to find and help my master. May our paths cross again. Thank you for your time and help."
He said before heading to the northeast, following the energy as well as he could, taking deliberate steps not to deviate from the course as he searched for the temple he was told of. If nothing else, there may be at least a sign or another clue of his master's arrival there and maybe it would be enough to tell him exactly what his master was doing in such a place.