"Lu Huayu" did indeed know about the Walkers of Sea and Sky Alliance... Of course, what outsiders knew better was only one part of it: the loose alliance known as the Dreamers of Ocean and Sky.
One look at its membership made it clear how unreliable this alliance was... Take Deep Sashelas, for instance, who had been publicly smacked with his dolphin wife's tail.
This lord of the sea elves was even one of its leading members.
But they actually had a larger alliance that they rarely mentioned publicly... Many sea and sky gods of evil alignment could join, provided they were willing to abide by certain rules... Outsiders had no idea how those rules were determined, but the magnificent ocean called the Sea of Love, said to be Elysium, guaranteed both their existence and the fact that those evil pantheons did abide by them.
But "Lu Huayu" knew something else: after joining the Destroyer Pantheon, Umberlee had actually been quietly kicked out of that alliance.
The Sea of Love no longer allowed her entry.
After all, destruction was indeed part of the ocean's nature, but it could not be utterly devoid of life.
Though no one knew Talos's true nature, the destructiveness he openly displayed was enough for the Sea of Vitality to refuse Umberlee, his subordinate deity, entry ever again.
Although Umberlee knew when to bend and when to stand tall, and would give up anything to stay alive, she did have her own pride.
And she never agonized over the filth and humiliation of her past, much less regretted it.
So, although the Winter Maiden Auril was easier to communicate with when it came to how she handled things, "Lu Huayu" preferred Umberlee.
Whatever happened, Umberlee could toss it in the trash and never think about it