Ye Mo took Beiwei and shadowless to leave. He didn't say any reason. Even Yuan Yun immortal emperor didn't get why Ye Mo didn't look for trouble with her.
As for Jin Hui immortal emperor's invitation, Ye Mo rejected. He could get along well with Ding Jie but he didn't want to connect with the other people in his sect.
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Zha Kui secret realm was in the immortal city and in order for people to not be able to go to the secret realm entrance anytime they please, the city set up a top stealth and defense formation around this place.
The secret realm opening doesn't mean the entrance was opened, it meant that the defense formation was opened. Only when the defense formation was opened could one take places at the entrance of the secret realm. Otherwise, people would go in a few months early to take an advantageous position.