Okay, so. My head-Renas have activated, and...
[ ] Feign Ignorance. It is best that a woman like this knows as little as possible about what Rena was up to. She met no powerful spirits and didn't see any omens - oh, unless she meant the wyldstorm that nearly caught her on the way back? That wasn't a blessing, even though she managed to turn it to her advantage.
The coward-Rena who avoids anything that might stand a chance of injuring her (or breaking a nail) and fled to Cahzor after her defeat in her homeland wants to take the absolute denial hardline lie option.
[ ] Blame the University Dig. When in doubt, deflect. When in Zorpearl, the fools from Zoruni were digging around the ancient temple of the forsaken Elemi jansi. Rena, of course, went nowhere near that place because she is not that much of a fool (and also they were there first), but who knows what they could have unleashed?
The manipulative-Rena who likes to hook pretty men into her orbit and live an easy life of wealth and luxury while letting others take the fall for anything that goes wrong wants to push culpability onto others.
But...
[X] The Truth (Mostly). Maybe she can dispatch this ancient, powerful sorceress after Zed. Yes, Rena encountered a demon lord in the ruins, trapped in an old binding. She heroically escaped and left him trapped, but the wards were very weak. Dark omens might indicate he is now, finally free.
The spiteful bitch Rena who is bloody furious at that umbrella-toting asshole and maybe kinda worried about his demon prophecies annoyed at his pompous speeches wants to send this astrologer possibly-necromancer definitely-creepy Dragonblooded monster after him and maybe she'll solve two problems at once by having them kill each other. Is this the wisest course of action? No. Is Rena petty and spiteful enough to risk letting on a little more than she usually would in order to fuck over a demon lord who not only beat her in a fight but, worse, humiliated and mocked her? Absolutely.
(That said, she's still going to lie about some parts. The fact that she found a goddess there too, for instance. Also that she was the one who freed him. Also that he was prophesising about her. None of that is stuff the Demio needs to know to go murder him with murder spells and spooky blood magic. Also it might put Rena in danger, which is a clear sign of bad decision-making.)