Silja was the last hope for all the dragons and he couldn't let her go just because of some feeble threats from ignorant women.
If it means to offend the duke of Grimefront then so be it.
Furthermore, Silja was Donovan's bride and it would be an even bigger humiliation for them if anyone kidnapped the royal bride and escaped without punishment.
Not to forget Donovan's feelings towards the girl. Even if God himself came down and asked him to let go of Helena and her family Donovan might not do that.
"You have made a grave mistake by trying to harm a member of the royal family. What happened today was the method used to make you open your mouth. It doesn't matter who's the daughter you are. If you want to save the lives of your and your husband's then tell the truth," King Zachary advised in his same indifferent voice.
"I…" Helena opened her mouth to say something but Donovan interpreted her.