Alec's confidants got somewhat reassured after seeing how confident their leader was.
Yes!
The other knights didn't know that they were actually entering enemy territory.... since they didn't know that Baron Cain was the culprit that they had been cursing at all this while.
But unlike the rest, all 4 confidants knew the entire situation... so they became extremely vigilant when looking at the city walls before them.
They looked at the city walls before them in rage, while imagining that they were wringing the fool's neck instead.
But just like his majesty had said, they had to act as if they didn't know anything, lest the alert Cain.
And so with this thought in mind, they decided to vent out all their anger before seeing the chubby idiot later on.
As for Alec, he had already thrown away a portion of his anger and was now immersed in his own thoughts about Baymard.