I think she couldn't teleport was for two main reasons. Primarily because she didn't know the interior of the castle. Moreover, she was new to all the vampire thingy. Also she didn't intend to teleport to Jame's house, that was a mistake since she originally wanted to go to her big apartment but in the midst of emotions and how she became a vampire she accidentally went back to her old house (James' house)
Idk why Geurim didn't teleport but it would've been impossible for Han Chae-Ah to teleport again because she didn't know the interior. The tension and running away must've also played a role in addition to adrenaline rush they must've had. Though, this is just a theory.
wdym mc cant teleport? didnt she teleport into James's home before? why did they run out into the hall with a bunch of vampires when they coudlve just teleported? and since scent-seeking is a thing when teleporting, couldnt gerum (or whatever his name is) just try to look for ml's scent? i think distance is a factor, but still, it couldve been mentioned.