Lu Li stayed conscious the whole time. He was just so badly injured that he could not move.
Actually, he saw what happened later through the hole in the wall. He watched Lu Ling burnt to death without being able to do anything. At that moment, he almost passed out. After Ghost Snake Granny landed on the ground, he somehow summoned up the courage to hold out.
Later on, he wanted to crawl out. However, the qi and energy of Ghost Snake Granny was so powerful that he could not even move. Only after Ghost Snake Granny left with Lu Ling did he mobilize some Xuan Energy and crash out through the wall with great efforts.
That being said…
He was still too late. The Iron-armored Ship already disappeared into the southern sky. He did not know where his beloved sister was brought to.
"Poof…"
His shouts hurt his wounds. Lu Li spat out some blood, blacked out and collapsed to the ground.
"Squeak, squeak~"