Oh he was there, and he saw Vesper and Scanlan, the absolute dear. It's all just a barrage of information that nearly bowls her over now that the fear of being dead has passed, and all she can do is just hug her brother.
Standing, she makes to make sense of his situation, which, doesn't really happen. Whatever brought them here was outside the Raven Queen's power, and something they could only figure out later.
Still, no small amount of ache in herself makes her long for Vesper. She can't help but feel like the worst mom possible for every second she isn't there---but she'd have to take the next steps to get back as soon as she could in order not to be.

"Right, right. Yes, let's get back and we can...all figure this out." she says distracted; whether it's by Vax being there and not dead either or that she has to sort out her feelings on what to do about her daughter, now alone in a different plane are two possibilities.

"I'll, ah. I'll follow you."