Elegy remains within sight of the rest of the group--at least theoretically, as she's essentially invisible--moving along the rooftops and walls nearby to keep from losing track of them.  This is how she's more comfortable, anyway: stalking and skulking, hunting and hunted.  The city's guards are hardly worthwhile opposition, but there remains for her a certain unity of purpose in needing to remain unseen amidst the eaves.  Besides, it's easier for her to see anyone who might be trying to follow them from here--aside from The Lion's more brazen spies, anyway.