Yeon Wu's capture serves a two-fold purpose. It forces Shaman Jang's return to the capital city to beg the Dowager Queen's forgiveness and reclaim her "spiritual daughter" Weol, but as long as the court has Weol (Yeon Wu), they put her to use as a living talisman to draw off bad energies from King Hwon and (hopefully) make him frisky enough to sire a prince with his queen. Hwon knows, through dialogue with released "construction worker" Pi Han Dol, that his ministers are not constructing bridges as they say but training a secret army instead; his only safety lies in NOT having an heir. Meanwhile, as proximity to Hwon produces flashes of lost memories in Yeon Wu, Shaman Jang keeps the Dowager Queen from meeting her for as long as possible.
—statmanjeff