The creepy weeping angel zip comes later, this was just your classic "no don't follow that mysterious figure and split off on your own" horror trope.

Unfortunately for Terrence, he's searching for leads where there aren't any just yet. He'll be able to find some of the same newspapers that have been laying around the city. There are also a wide variety of half-eaten or for-sale foods laying around in every stall and shop. If he's even slightly hungry he'll be able to find anything to suit his appetite.

But even if he dawdles around, when he turns the next corner he'll find the Wizard's hat turning another corner far ahead. Despite their constant just-ahead-of-him behavior it doesn't seem like they're actually in a rush because he didn't get left behind.