Killian left Cyrus to find his way out of the castle without being spotted by anyone who would tell Amelia he was there. As long as Lilith kept her mouth shut and Gina was still in the room, Cyrus could go unnoticed.
Still looking for something to pass the time while Amelia was having fun away from him, Killian went down into the underworld to pay a few people a visit. He flew back up to the north instead of calling on Lucifer to make a small gate for him. He would rather go unnoticed by Lucifer since he didn't want to hear about war and whatever nonsense Lucifer wanted to talk about.
Killian returned to the castle in the north and went straight down to the opened gate. The castle was burning up thanks to the open gate and if Amelia was here, it would have been unbearable for her to live here.