The bolt of fear in Sarah, and the tone of Jareth's voice had Peter moving between them, pulling Sarah behind him. He refused to release her hand. He wasn't letting her go anywhere without him. With the grip she was maintaining in return, it was clear that she felt the same.
"It's time for you to leave now," Peter said, as the temperature in the room began to sink. His eyes narrowed on the Goblin King, and he heard Sarah's thought in his mind. Why not? It was worth a shot.
"Anyone can wish someone away, huh?" Peter said. "Well, I wish the goblins would come and take you away. Right now. And keep you there."
And hopefully this would help. A blue glow appeared in Peter's hand, rapidly growing into a sizzling arc of lightning. His arm extended, and the massive bolt leaped out of his hand, aimed directly at Jareth's chest.