It's a little unpleasant, feeling so tethered to someone they barely know, but Helis calls back the memory of the battle, of everyone being in this together, and manages to stop feeling uncomfortable about it. Mistress Elvira is being genuinely helpful, and knows what she's doing, and this is a good thing. (They can complain to Malcolm later about how much this feels like some sort of exercise about relying on people. Their therapist would have so much to say about it, if they could tell him.)
Holding hands does feel better. Helis locates another blurry edge, and slides their foot into-and-across it, and wow that's a weird feeling! They were prepared enough for something strange in that general direction that they don't end up off-balance much, but they don't know what to do with the extra momentum either. The second time they have better luck, and the third time they try multiple steps in a row, which makes the entire motion work much more naturally. (Wow, Elvira really is magically good at not getting in the way of all this sliding around. They mentally apologize to her for their slightly uncharitable attitude earlier.)
They stop and look around to see if anyone else is still visible or if the dreamrealm has disappeared them.