Silver Baron and his companions didn't enter the depths of Furnace Mountain via the underground tunnel from Count Felix's mansion.
They were loitering outside until they calculated the time, feeling that Mr. Radiance should have finished his tasks...only then did they all teleport in with the help of Silver Baron's collective transportation Divine Art.
The mysterious lady certainly also had the ability to teleport—she held the priesthood of rituals, naturally mastering all discovered and undiscovered rites in the world. But rituals always required materials, mysterious knowledge, and procedure tracks…which could complicate things.
As the God of Commerce, Silver Baron could also use the Divine Arts of the God of Transportation.
—Group Travel Spell!
As a brilliant silver light enveloped the three of them.