Sickness.

He basically started crying the moment he saw that abominable undead version of himself and he is still keeping it up even after a few days, despite now all of the Hai who were involved with him are dead without a doubt.

He can't stop thinking that he was really close to end up like that; if Xie had arrived even just one day later than he did, it would probably be his fate. He literally can't get that image off his mind, himself as an undead, maybe attacking his own beloved one while in that state.
The shock causes him insomnia, heavy nightmares and sickness, so much that he vomits almost every day, which is not ideal since he is pregnant.

In any case, he can't waste time focusing on himself and recovering from that, not with TiShan in that state. He doesn't know what else he could do, beside taking him to Cloud Recesses and continue to try with the Cold Springs. He wouldn't bring him to Shiinden, since WuXin doesn't want him close to his children and there they'd meet for sure.

It's afternoon and he leaves home with TiShan and MoonPil. The brother teleports them all the closest possible to Cloud Recesses and, as it's considered a totally safe area, he leaves them to the stairs that lead to the entrance. MoonPil is just supposed to return there in two hours, to bring them home.

Problem is: when MoonPil returns, there is literally nobody waiting for him. He thinks they might be just late and remains there for a while, before starting to get worried. He even decides to try to ask to the people of Cloud Recesses but the guards of the entrance tell him that WonPil never arrived. They involve the Clan Leader and the whole rest of the Huo, they start to search the area all over to find out what could have happened, but there seems to be nothing. They vanished.

MoonPil heads back to Shiirhuang, to see if maybe they just changed their mind and found a way to return home, but it's definitely not so. He even goes to search in Shiinden, but nothing even there.
All that the Huo manage to find is some small tracks of a strange flowerish dust, that seems to have soporific effects.

MoonPil naturally warns everyone, even people who are less close and not from the family, even just to make sure that they don't know where WonPil and TiShan are.