Zane found himself in quite the predicament as he gazed upon the lonesome and eerie streets of Pyongyang from the windows of his hotel room at three in the morning. He was stuck in North Korea, and though he could easily escape from the oppressive regime if he wanted to.
There was the matter of what exactly he would do once he was outside of its borders. I mean, the Korean peninsula was near in between two of the most powerful Horde Kings in the world. Both of which wanted his hide.
Ophelia ruled over Shanghai, which was south of his current location. While Balthazar ruled over Tokyo, which was to the east of his current location. If either of the two powerhouses discovered where he was, then it was as good as game over for Zane.