Satogi was thrilled that both girls agreed to his suggestion, but he couldn't help and let out a confident chuckle at the mention of him being a protector. He went along with Sanae and pulled Yuki behind him to keep them all together as he closed his eyes in a drastic fashion with his nose raised like a nobleman. The next words he spoke were in English to copy a line he knew from European literature.
"For sooth! Thou art under my care, young princesses!" Satogi wasn't the best at English pronunciation in class but for someone with terrible grades he did rather well. That being said, an actual English speaker would probably have brained him for that line.
Moving through the woods after that was a little tricky, as they all had to remain connected. Otherwise it was a nice hike into the deeper parts of the forest. It would be nearly half an hour of small talk and endless walking before Satogi looked up at the sky, more specifically the moon shining down between the branches, to orient the group.
"... Uh, Sanae-chan? I may be wrong but... I don't think this is the right way." With the moon rising from the east, he clearly had his direction set with it to one side, but now they seemed to be walking straight for it instead. He was puzzled, unsure of where they were actually going at this point.