Theo skips sleep pretty often, so when he does actually sleep he tends to sleep for a while. Kaede will probably wake up before he does.
"Oh," he says. "Thanks, I didn't actually – connect that he was probably from here."
… Slow nod. "I'm not sure how the Farplane works – I don't need to see anyone in particular, but I was wondering if I could use it to get guidance on something?"
"Ah. I don't think I have any people in particular, but maybe I'll think of someone."
Theo assumes he doesn't need to know and so he starts walking away.
He'll have a look at some of the stores but he still has no money so it's not like he can get anything.
He tries for Lady Yunalesca first, because she might know something and also that's a name he knows and she might be here even if her spirit is apparently terrorizing Zanarkand depending on how things work and he has no idea about any of this system and is pretty sure he's forgotten things, so, he'll just have to cope.
That is fortunate. (Unless they're unsent. Which they probably aren't. Except he's not sure of that. But if they were, they wouldn't be here, would they?)
He leaves, then proceeds towards the entrance of the tree. Waves goodbye if any of the people indicate a desire to goodbye him and then flies off in the direction of the Moonflow.