Vanyel is grateful for the headband anyway, because there are a lot of things he needs to rediscover from scratch.
He can put together from Maitimo's recollection of Leareth's updates on his work that the inter-world Gate involved a complicated route through the planes of Velgarth, not the one he's used to. Vanyel does not know how to project his mind there. Fortunately, in his recent journey, at least he has experience of being brought into the spirit plane by a shaman (it's a long story).
It takes a month and some rather-too-risky experiments for him to figure out even that first step, and then once he's able to explore from the vantage point of the Void, he knows what order he should expect to find things in.
Out at Tol Eressea he makes himself a Work Room with magical shielding. Still manages to set the wall of it on fire, once. He tells Maitimo, ruefully, that it's an unfortunate talent of his.
Leareth knew or had invented several dozen communications-spells. Vanyel knows - two. Neither is sophisticated enough to reach Velgarth even once he knows the way. He studies that as well.
It takes six months, in total, before he does his first tentative, experimental tiny Gate to Velgarth, and then attempts to open communications with Valdemar, his home kingdom. He isn't sure whether they can help or whether it's even a good idea to tell them what he has planned, but they must be panicking over his disappearance.