Creating a royal carriage out of nowhere, Alister disappeared and reappeared again but with a wind agile horse. He had teleported to the Mystic Forest to mind control a wind agile horse monster and returned with the plan of using it to tow the royal carriage.
After all, Alister and Zanna could have used teleportation magic but it wouldn't be called a travel if that was the case. It wasn't about the destination but the journey.
Alister and Zanna didn't have to worry about the threat of the heroes and demon king since the heroes and demon king were limited by the power level of this world. It was impossible for the heroes and demon king to reach a power greater than Zanna and Alister's.
The heroes were only a threat to Zanna if it were more than one hero. But individually, the heroes couldn't defeat Zanna and even the Curse Hero's death curse would be weakened to a certain extent when used against Zanna.