Rolling her eyes slightly at the good cop/bad cop comment, Elena just shook her head in amusement. Leave it to Damon to try and lighten the mood while also being serious about it. She had no doubt that he'd love to play bad cop but it was Damon, what could Elena expect? He was far from predictable, yet also she could still expect certain things. Like light heartedness while knowing the risks to keep the other person calm.
Stepping out of Damon's place, Elena worried her lower lip in thought. It was a serious question. Oh, she knew what grabbing a cab meant, but was that the wise option? Yes it would get them to their location faster, but they could miss something. Not that Damon would have missed something in his own searching, but every day was different.
"Walk? In case we run into her on some off chance.... or spot something that might help?" Yes, Elena knew it wasn't likely they would see Bonnie just out and about. She'd let them know she was okay. At least, Elena wanted to believe that. But she was still hopeful and not thinking of the risk of seeking out a dark witch. She just wanted Bonnie back.