Not at the Third Heaven of the Saint Realm...?
Everything was fine when using the long-distance teleportation and there weren't really any problems with the technique itself. The main problem was that it was far more draining than he had first expected it to be, as even just crossing the Frozen Wasteland had already drained close to one third of the qi inside his dantian.
Although he should still be able to reach the Blue Shore Kingdom like he had originally planned to do with the qi still left inside his dantian, he had no intention of doing so, as it would put him in a rather dangerous situation in case something happened, or he was attacked after reaching the Blue Shore Kingdom. After all, he had no idea what kind of state the kingdom was in and whether or not he might run into some kind of powerful demonic cultivator the moment he arrived.