Margery and Wilhelmina show up and think Yuji showing up is just a ruse, but he reveals himself as The Snake of the Festival, the counterpart to Alastor, the God of Atonement. Yuji tries to kidnap Shana, and in the process traps Margery and Wilhelmina. He then tells Margery that the Silver is her own projection of her hatred of everything, and the Silver merely did to her what she secretly wanted to do to herself, and Margery has a breakdown upon hearing this. Yuji tells Shana that he wants to change her fate as a flame haze: to only fight until she finally dies. Shana tries to fight might but is simply overwhelmed. Yuji then goes to the Crystal Altar and retrieves it, and formally rejects Yoshida in the process.
So it’s pretty clear that Yuji and Silver (or whatever he’s actually called) are either of one mind or are completely in agreement about whatever they’re doing. His final goal seems to be to save Shana from her fate as a flame haze, and there are indications that he wants or needs Alastor’s help in this endeavor, but it’s certainly unclear how he intends to accomplish this goal. Is he planning on doing it by helping the Bal Masqué win, or is he merely using them?
In any case, with Shana kidnapped and Margery likely out of service, Wilhelmina is the only flame haze in the city in a position to do anything, and I’m sure she’ll try to find some way to find Shana, though I would think she would have very long odds of actually being able to succeed. Yuji was able to defeat three Flame Hazes with barely any effort, so I doubt facing just Wilhelmina could post much of a problem.