It would be best to join with him. A woman unescorted as she (The Dalt brothers barely counted as a retinue--there were only three and they were woefully summer-green in things) could only run into trouble within the walls of King's Landing without a proper escort. Her father hadn't had the best foresight when sending her ahead--unless he meant to be rid of her entirely or get her with a bastard in her belly. It wouldn't half surprise her at this point.
She nodded twice, quickly, and turned her horse in an attempt to go back to her ladies. Alys, at least, would be interested by this turn of events and she'd be a useful ally in presenting her best qualities to the pretty falcon lord. Yes. She'd get Alys and return. Of course, the road there was narrow and it was difficult to get a horse to do what she wanted on a good day, so she had a bit of trouble.
"I...I shall pass the word along to the Dalts that they are to join you, milord. They would be quite glad for the male company after traveling with six women from Dorne."