Rodolphus would have tranfigured gills and webbed feet. He would have had his knife on him to cut anyone free. He would have messed with James a bit, but upon seeing Arayna tied up, he would have flipped and grabbed her. If anyone needed assistance with a blade, he would have helped.
Now, upon seeing James staying behind, Rodolphus did the same to assist because he understands the importance of family, now being a new daddy. Feel free to go wtf.
Ro would have gotten Arayna out safely and even a brief big hug.