Even if he had to go alone, and by land, he would have only had to make it from northern Thanalan to western Thanalan, I think, right? Vesper Bay? From there, he could get anywhere (especially by way of Limsa Lominsa and Thavnair). F'lhaminn made it to Raz-at-Han after the Red Banquet. If he made it out on a juggernaut or assault craft, even easier (so long as he ditched that at the right place).

I still really like the option that Nero doubled back to see what was going down with Ultima Weapon, pulled Gaius literally out of the fire, and never brought it up. Hell, if they went for Vesper Bay, that's one one chocobo caravan to buy into and Nero's at Revenant's Toll in time to meet us for Crystal Tower, where he opens with...

Quote Originally Posted by Nero tol Scavea (Disgused)
Do I know you? ...Ah! Unless I am very much mistaken, you are the famed adventurer who bested the Garlean Empire's general, are you not?
"...bested..."