Our group left the area and was immediately followed by a thousand or so cultivators of the Blue Sun, leaving the majority split between the twelve cities, not to enter but simply to guard on top of the walls.
I informed them to not mingle with the people of the Sea of Demons as soldiers, and to not cause any trouble. If they wish to procure or purchase anything then they're more than welcome, but no one is allowed to use their authority given by the blue sun in her region and try and apply it here. They're in a foreign land, so act as such.
They didn't grumble or refuse and were more than welcoming to the idea. Quite the sensible people.