He didn't choose to ride a horse, nor did he take a boat. Zhang Lie used the Teleportation Array and arrived directly at Hai Xia.
The inspections here were already extremely strict. Numerous soldiers stood guard outside the Teleportation Array, and a massive notice wall was plastered with portraits—all of them the faces of those who, during the "Jingxi" operation, caught wind of the second wave of arrests and managed to flee in advance. Still, with a sea-wide arrest warrant out, it would only be a matter of time before these people were caught no matter how well they hid.
But, even with such strict checks, they wouldn't go so far as to open a cultivator's Storage Bag and check inside. Such an invasion of a cultivator's vested interests—no matter how powerful the Jingjiu Dynasty was—they didn't dare risk that.
So when Zhang Lie stepped out of the Array, at most he received a few scrutinizing glances from the soldiers, but no one stopped him for a check.
