He doesn't know if the message comes from Yelena, and if it does, whether it comes from the real Yelena or the dream Yelena. Or if it matters at all. He doesn't have any other guide in here, though, so he's going to follow the direction even if it's a trap.

He spins again and clocks Anya in the side of the head with his metal fist while she's overbalanced, then turns and runs for the next bulkhead, alert for more children leaping out at him.