It says like "Your grandma near the sky". Don't worry, those people in the good place...

Nice thought, but can anyone help me with my problem?!

They are there. Stuck at the Harbour, most likely. In 4.1 the AI seems to have problems with the seafaring, or rather, the transition from land-sea and vice versa. There are some threads regarding this on Talesworld forums and I think Quintillus said there, he'll rewamp the entire Seafaring thing as of the next patch. For now, I don't know of an effectiv solution. I just ♥♥♥♥♥♥ around with cheats and reloads and what not. Sometimes they appear in a bunch again at the Harbour and then you can select the one you need with the drop-down menu. Use CTRL+T so you can actually see when they appear again, even if you are not in the imidiate range of the Harbour. Mabe use CTRL left Click to teleport there befor they disappear again. (Happend to me when it took me to long to get to them, and then its again luck when you see them once more.) Another way... Go to war with the faction. Kite one of the still land-bound vassals down to Zendar, all his fellow Vassals will join on his side, if you emerge victourius, and they escape, they will respawn at a castle.

But the Emperor in my game is gone and said to be at Demetreion?