When Lex teleported onto the planet where Jeffrey was, he was not the only one who was making a move. Countless forces had already begun to act. The war had begun, his targets just didn't know it yet.
Involving a Dao Lord would be dangerous as it would attract attention. Fortunately, he knew plenty of Celestial Immortals as well.
"Are you sure we can't follow you?" asked Fahad, the Celestial Immortal Henali.
"Not yet. Wait for my signal," said Lex, accepting the immortal's enchantments onto his body. It would take another Celestial immortal, and a strong one, to discover Lex. This was the absolute minimum precaution he had to take, since he didn't know what he would be facing.
As soon as Lex teleported onto the planet, he hid himself, and waited. His arrival on the planet went undetected, since everything about him was hidden.