The Emperor allowed himself to be captured. The feigned identity of being a frail, old man had come through for him again, and now he knew all he needed to know about Shadowclan. He and Vader both knew he would not need rescue, and Vader knew the Emperor had a few cards up his sleeves if he had allowed this to happen. Vader had asked his Master if he wanted to be rescued by and an angry Vader, a staged play to tell Shadowclan just how dangerous the pair was.
But the Emperor refused- he could handle himself and didn't need the puppy-lion on his tail.
So the old panther had teleported out of Shadowclan, after he felt he had collected what he needed. And it was a series of short teleports up to this point, and it was slowly wearing him out. He upheld himself, landing on the snowy island of Blizzardclan, his ripped robe a black stain against the snow, and squeezed his eyes shut, blinking away blood and feeling it drip off his face.