Gu Xiaolan saw very many things in the River of Time; she should understand what is about to happen and naturally has her ways to deal with it, so Yan Fei doesn't need to worry for her. Even if Yan Fei tried to mediate at this moment, Gu Xiaolan would not appreciate his help.
Moreover, Yan Fei was also not sure whether Xia Fan would definitely listen to him. He still had to protect Lu Pingping, and if this incident led to a falling out with Xia Fan, resulting in the Headless Horseman attacking them both and causing Lu Pingping to fall here, it would not be worth the loss.
Having decided, Yan Fei stopped worrying about what was happening here and quickly left with Lu Pingping. Xia Fan hurriedly followed behind Yan Fei, also leaving the place.