Nick left Crimson City without being noticed.
Something like that would have been difficult in the past, but with the ability from the Nightmare, this became much easier.
Additionally, there was no red curtain around the city anymore, making it much easier to go out.
One could just jump over the wall.
Even more, as a powerful Expert, Nick could literally just jump a distance of several kilometers, as long as his ability was active.
As long as Nick turned into smoke as soon as he jumped, nobody would take notice of him.
He would look like a random bit of dust that just flew through the air.
Sure, some people would find that strange, but they wouldn't know that this was Nick.
After all, nobody except a couple of people from Sky Dream and Aria knew that Nick could turn into mist.
So, it was quite easy for Nick to leave the city without being noticed.