Shen Qinghe saw Dongfang Wuya setting up a barrier outside the Imperial Palace and knew he hadn't taken her words to heart.
What she could do was protect herself. She didn't forget to bring Shen Zhiyao and Shen Zhuo to the Imperial Palace and told them roughly what was happening.
"Xiao Chen has joined forces with the demon and monster realms to attack the Heaven Realm, but I suspect this is just his blinding spell. His true target might be me. To prevent him from using you to threaten me, from today on, you will stay in the Imperial Palace and must not act on your own accord. Do you understand?" Shen Qinghe said seriously.
Shen Zhiyao and Shen Zhuo exchanged glances and in unison said, "Understood!"
Then Shen Zhiyao added, "Qinghe, why not hide me and Old Man Shen away?"
In doing so, Xiao Chen wouldn't be able to find them and take them hostage.