Can you teleport outside? Sure.
Is it safe? So long as there's no rain to smudge your diagram it's basically as safe as doing it indoors. And in Lucien's defense there wasn't any rain at all, right up until the last sylabble of the incantation.
....Was that there before? Probably. Lucien was rather distracted by the demon.
He... has no further guesses as to what is going on. Which means his brain has been very very badly messed with - so badly he can't notice any sign of it - or this is genuinely something completely unexpected. The latter is basically useless to reason about, so he'll assume the former.
"Uh, I'm sorry for throwing all those vials at you. I was not aware there were safe alternatives."
....
What if Lucien waits at the bar. And hopes a napkin shows up to explain what is going on. Like the weirdly fast lady suggested.
A glass of ice water appears. Water doesn't use up your free drink, so you're aware.
It's not anywhere besides itself. Milliways is an interdimensional meeting point.
"Huh, this is much nicer than anything outside of my dimension I've heard of."
This is not a very high bar - the Scape of Screaming Mouths is nicer than most places he's heard of.
"I fear I'm a bit out of my depth here, can you tell me about the other dimensions that are connected to here?"
"Could you describe... let's say the dimension the demon is originally from? If that wouldn't be any trouble." Lucien asks for lack of a better option.
Well, he's a demon.
"I'd assume he isn't very interested in talking to me right now."
Well, I usually don't give out personal information on a patron to another patron without their being amenable.
Reading something on text made of insubstantial light that's projected out of a weird metallic stick.
Is that ... a miniaturized slide projector?
"Umm, would you be able to tell me if all the dimensions are at similar tech levels to mine?" Lucien asks the bar.
I can't imagine why they would be. There are many at higher and lower and orthogonal tech levels however you construe the phrase 'tech level'.
Well, that settles it. Talking to the demon might be embarrassing after what happened, and possibly also very dangerous, but access to advanced technology is definitely worth it.
He thanks the bar for its help and excuses himself to go and talk to the demon.