"Hopefully nothing," Rand says, calling his lightsaber into his hand; a black fancy hilt with a nasty horn or tooth on the pommel. "But, just in case..."
Rand's hideout is part of a cave network near the Dontosian surface. Rand has had to escort you out each time you leave because the caves are confusing; you would need ample time to concentrate your senses to navigate out, and even then, you are not sure if you could.
Once you are ready, Rand leads you to one of the cave entrances.
Vash accompanies, still short an arm but supplied with a new pistol.