Despite all her negative thoughts, Gu Xijiu still held a glimmer of hope before approaching Yun Yanli for help. The city gate closed on time every night at 11 PM, and no one was allowed to enter or leave. When Gu Xijiu came back with Yun Yanli yesterday, she used her teleportation technique and bypassed the gate.
The gate was already closed by the time they returned, so if Di Fuyi returned to the city, he would not be able to enter through the gate but would have to find another way through. That would explain why the gatekeeper would have no record of his return.
Nonetheless, given his abilities, she was certain that he would find a way to enter. Thus, she checked all the inns in the city; however, the result was the same. Since she had no idea where he was, she had to come and ask for help.