After Arthur gave the weapon to the minotaur, he made sure to fully strengthen the already existing walls by adding to their height and creating much more poisonous vines. Even someone such as Anastassia will find it hard to destroy these walls, much less climb over them. Sure, a Spirit Realm could try to fly over them but the vines won't stay idle, neither will the roaming dragons or the guarding minotaur.
His Mental Power was depleted so left his sect's area and teleported away from the wasteland, appearing in the cave he created right at the center of the Human Continent. There was a teleportation array that he created a while and once he appeared there, he immediately destroyed to not cause further complication.
Although it's not certain, his friends such as Anastassia knew the existence of this secret teleportation array that led to his cave and they may come here to try to help him, although it's foolish, many people do stupid things in desperate times.