His urgency to train in magic was not just because of the incoming Beast Wave. He would be fine in the wave even if it happened as it is. He could even run away from the city with Daphne. They could leave everything they had at Solhaven because they didn't have anything to care about.
Even if they stayed, both of them were 1st Circle Aura Knights. As long as they stayed inside the city, they would be able to fight off the stray Magical Beasts that managed to enter the city. But Leo wasn't planning on staying in the safety of the city.
The entire city would be in lockdown with the strongest mages in it fighting the strongest Magical Beasts in Valkyr's Woods. This meant that the center of the forest would be completely free. He would be able to easily enter and see if there was indeed an inheritance left behind by a mage or not.
Appreciate any power stones. Thanks. Have a great day :)