After entering the city, Grey headed straight for the first tavern he could find. He bought a horse after leaving the canyon, so he kept it in the tavern's stable. He recalled Alice was from one of the three big families in Frost City, the Reiss family, so he might not even need the device to locate her.
Grey didn't immediately head there, he knew it wouldn't be easy to see Alice since he couldn't just swagger into the family compound. He planned to go over and check out the general situation of the family first, after all, since the Emperor went after Reynolds, the chances of him going after Alice were also very high.
'Void, you'll be sneaking into Alice's compound tomorrow. When you find her, give her this letter.' He passed a letter over to Void.