He could not exactly arrest them, nor would that be helpful for the task of getting down to Ulhav faster with enough backup that he would not die. Reckless that he could be, it hadn't taken him long after working with a party consistently that he realized that he could do far more. Dealing with the necromancer by himself was assuredly death. Dealing with the wizard while taking along random adventurers he did not know or trust (to whatever degree he is capable of such) would be risky.

Kato randomly disappearing for days on end was to be expected. The wizard had some form of secret, paired with the usual adventuring wizard's learning from others, though Valerian had yet to strongly learn what it was. He half-suspected necromancy, the man showed an interest, but this was mostly base-rates for 'wizard with secret in Ustalav'. That Kato willingly traveled with an Inquisitor of Pharasma was evidence against, and he couldn't exactly blame the man's alignment oscillating between Neutral and Neutral Evil.

Valerian's alignment behaved the same, though usually for more obvious reasons — like recently torturing prisoners for information.

Delphine's disappearance on the other hand was quite unexpected. The few times she had not been available with an overly detailed note left was the time she got kidnapped by a cultist of Urgathoa, or just a few moments of typical miscellaneous forgetfulness. Using a Sending rather than simply leaving a note with the inn she stayed at was also interesting. He had tried piecing together some form of hidden message, but was unable to come up with one more obvious than 'wow is it not weird that I am using a Sending instead of cheap paper, please send assistance'.

Questioning the inn-keeper was the first action he took. They were known associates, adventurers asking after other adventurers was common, and also he was an Inquisitor of Pharasma; those tend to loosen lips. She had left early in the morning in a hurry, which fit the expected time she usually took to sleep and prepare spells.