"I've been sequestered, and he doesn't like me being out of his sightline." The flat out truth. Istredd is hiding in the room and writing notes or living in the Horizon. He hasn't been doing well mentally to say the least. Him going out here on his own is more of a stubborn insistence that he can handle this. That he doesn't have to be fearful hiding under beds instead of dealing with it.

So arguably, Lucifer should be with him right now, and might not love that he put himself in jeopardy where he couldn't see. But this is more about proving to himself that he isn't trapped in a cage of his own making. Lucifer being panicked about Istredd not in his sightline is an admittance of how important he is to the angel.

"We're possibly going to Nott soon. He got a fisherman there killed and wants to pay the family." Which probably sounds surprisingly kind of him. Istredd thinks his insistence of maintaining a good relationship with Nott is only part of the answer.