Zephyr returned to Arad using his stomach, and the two of them kept moving. This time, they were headed toward the lower sections of the Titan's castle, heading to the servants' quarter.
It was Zephyr's idea; they needed to know how exactly Gale and Zeus's fight went, and they might find an event that they could use to bring Zeus back without it looking weird. For example, a severed arm that fell into the mountain range. If they found something like that then they could easily claim that Zeus regenerate from it with an item.
Unlikely, but not impossible.
The two flew through one of the windows and found themselves in the servant's quarter. Unlike the upper floors, this one wasn't guarded with magic.