If she's not here then the only other place she could be is outside of the city. Well, if that's it then she's got to show up eventually to get us out of here.

If they do have her, they might not know it either. If they can't get inside of her caravan they might just think that it's a weird magic box, right?

[the realm of magic is still new enough to her that she's not sure quite how that works, but it sounds logical enough to her]

But, aside from that, do you know what this magic we're supposed to find looks like? I'm guessing they didn't mention that at all, but it would be pretty nice to know.