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.
"We can deal with that later—she's clearly not hostile, she's not attacking us again, which leaves—are you responsible for the disappearing summoners?"
"Which disappearing summoners are these, because I know about the disappearing guardians and also I passed through other-Zanarkand and your-Zanarkand and I have kind of a lot to tell you."
"Okay this is way too many threads of conversation and you still haven't answered my question!" he says, directing this last part to Rikku.
Kaede raises a finger. "Nah. He has a point. How about we all go to Guadosalam and figure out why exactly my cousin decided kidnapping me was a swell idea on the way, and perhaps she can explain why Al Bhed have been kidnapping other summoners." To Theo: "A few people have told us that summoners are vanishing mysteriously in the middle of their pilgrimage and this would explain a lot."
"Okay, well that sounds ominous." Frown. "So, an unsent Yunalesca disappears a guardian when you get into Zanarkand, Sin has one of these at its control point who has been mind-controlled in unspecified ways, and I am not to tell you about a thing that seems quite ominous but I have a feeling you'll be at least somewhat reasonable about it."
"Oh, I thought this was about the other ominous thing. Since this whole place seems intended to screw with everyone in it by crippling them and then being all backwater and also having stupid magic."
"We. Are in the middle of the Moonflow North Road. There are fiends here. Guadosalam is that-a-way, only a couple of hours' walk. Let's wait for a better location to have any more revelations, shall we?"
"Wakka—in Yevon's name, can you just let it go until we get there and get it sorted out so we don't get eaten? Do remember you've been hanging out with an Al Bhed all your life."
Theo moves to beside Kaede and starts walking.
"Fiends are the worst."