He wishes that it were easier to both carry Connie and shield them from up above. Guess he'll have to go for the classic. He summons up a bubble around them and starts hamster balling it towards the exploded balcony, peering outside for any sign of the Prince.

Apparently not. Well, it's a good thing that Connie isn't fighting him right now.

"I'm gunna jump! Get ready! One... two..." He leaps off the balcony with Connie in his arms, using his float ability to slow the bubble's fall along with them. Hopefully, she didn't have any objections.

"Go!"