Yusuf Zuck utilized the Subterranean Shrinkage of the Heavenly Gang Six Transformations, becoming able to slip underground for several dozen feet in an instant. He knew he had succeeded because no one beneath the vast land of the Heavenly Realm could walk, nor could anyone use Divine Sense to probe the conditions below ground.
Even that demon just said that unless he had the ability to burrow into the ground, there was no escape for him.
And as for him, he indeed had the ability to burrow into the ground. As a Lower Heavenly God, he could bury half his body, and after becoming a Divine King, it became several dozen feet.
However, that demon was after all a Superior Divine Master, so to prevent accidents and to prevent the other party from pursuing, Yusuf continued to escape deeper underground after reaching several dozen feet down. He escaped dozens of times, each time several dozen feet at once, until he had reached nearly ten thousand meters deep beneath the surface.