Levi had scared all of the sins in the vicinity to go much deeper into the glades. They knew by instinct that they would be killed whichever way they went but it was the sense in them that drove them away from a being with sentience.
He didn't bother to chase after them, seeing everything here reminded him that he couldn't stay with Lucy and Ryan forever. He needed to start building his own right here, right now.
Bloodthorne was quickly transformed into an axe that went after many trees in the vicinity, it didn't take him long before finding the place he once levelled into nothing but land. That was the only land that wouldn't grow anything so he decided it would be where his castle would stand.
Since he didn't have perfect stones and cement it was going to be made out of wood, for now. He quickly dug his foundation, cutting the wood into long equal planks. And since there were no nails to put them together with he used tree sap.