They have planned this trip to Great Lunar kingdom before the event of Zuri's kidnap and Khaos decided to bring her right away once they left the Great Palace in Three Deadly Ways.
The plan that Zuri had set for Caiden to carry had come to fruition and they needed to take the next step in order to get back the Golden Stamp. Caiden had done his role wonderfully.
And right now, they were right outside of the Great Lunar kingdom's gates, waiting for their entry, lining up with the other merchant to enter the Great Wall.
These were the merchants that the king from Great Lunar kingdom managed to lobby, as they only allowed to sell the food supplies to this kingdom, leaving the other two kingdoms perished during the winter.
Khaos used his identity as a merchant again and actually managed to get his guild to 'get lobbied' by the king himself.