"Keltham did something that was obviously going to be noticed, and has not yet followed it up with anything else. The obvious effect of what he did was myself and I assume probably also Her Majesty being immediately taken to safely. Anyone with knowledge of Chelish procedure would have predicted that. Therefore, it's probably the intended result.
I don't know what he's playing at. Dath ilani stories feature very complicated plans; they're all clever sexually frustrated sadists and they like it that way. My only takeaway from the fact I can't understand his plan is that it's bad news. I don't know where we are, but Keltham does, and that gives me a bad feeling. If we wouldn't have sent me and Abrogail to bunkers because he told us to then we shouldn't have done it now.
I don't think he'll predict Dis. People don't just walk right into Hell, it's not safe at our level except for how I'm Dispater's favored possession which he likely doesn't know yet, and even if he talked the entire Padishah Empire into coming to pick me up they'll refuse him, if I'm in Hell. For a wide variety of possible plans - anything involving kidnapping me, or demanding Cheliax return me if I love Abrogail more, or destroying Cheliax, or assassinating me - being in Dis thwarts them."