[He hates to do it, but someone needs to tell her. Still, he's sympathetic.]

Oh, no. Anna, petite, you're not allowed to leave the camp now. Not without a quest. The Red Room, the people who stole from us, are out to get all of us and kill us. It isn't safe for you out there. We can talk to Chiron, though, and see if there's anything we can do to find her while you stay here.