"To beat evil, you have to think like evil."
Or so Varian believed.
So, as Julius broke down the ghost ship and pushed him to death, Varian scrambled to send a message to Enigma.
"Sarah, Kyle, Maya, Gareth—take them away."
When she read this message, Enigma and Blue Flash were in the demon abyss.
Cross Tunnel Formation could work from dungeon to dungeon. So, they could've CTFed to another dungeon on Earth. But that'd have been stupid since the whole earth was under Julius' hands.
Thus, Enigma decided to teleport to the Demon Abyss. And once they were in the abyss, they quickly escaped.
In fact, Enigma first entered the demon abyss, CTFed to the dungeon, and then CTFed back to the demon abyss.
Logically, the abyssals should've detected her when she was near the abyss or at least in the abyss.
Then, even if she escaped to a dungeon, they should've been on heavy guard. Escaping should've been impossible.