It is indeed somewhat concerning that the Mulhorandi seem to be aware that Sheyra is in Velprintalar, especially since they should have lost her trail when she (and Aeroz, Sedryn, and Lithandrill) jumped ship in Ingdal's Arm ...

But even if the Mulhorandi have some way of tracking her, it seems unlikely that they would follow her into the Underdark ... right?