The moment Will clears Nico to do Underworld-y stuff again, Nico travels to the Underworld to look into what happened to Leo. When he gets there he checks with his dad who knows nothing, he wanders around the Underworld but finds nothing, and finally he talks with Charon. After describing Leo to him, he asked if there had been any passengers like that recently. Charon said no but just as Nico was getting ready to leave, he remembered that he had seen a soul who had fit that description. He told Nico that there had been the soul of a male demigod about 5'6" with black hair and was covered in soot. But just as the soul was about to get on the ferry, it slowly faded away and exited the Underworld while shouting,
"That'a boy Festus; Calypso here I come!"