(Gemela, I don't think most of the characters are actually in the palace at the moment, except for Bolt and Titani I think, but they wouldn't be referred to as "some other people." That is, of course, you were referring to the servants. I can't tell.)
Nero had been following Dove and the Vulpix from a distance ever since they left the palace; obviously he wasn't going to lay his eyes off her. He had to leave his weapon to not stand out (or at least slightly less than usual). As for the palace, the Dewott Dewdrops was still stationed there as a guard, and Nero was confident in her abilities. It seems that since the kingdom was more defensive and peaceful than others, the guards might actually be more dangerous than the knights in some regards.
Nero never spoke to any members of the family who goes where throughout the day. At this point, they place so much trust in him that they and always rely on everyone returning home safely; any events and locations would then later be discussed through supper. Sometimes when a member of the family went out, Nero had come to realize that not be within five feet at all times was actually more effective in their safety. When hidden, Nero was a secret protection that enemies would never expect, tempting them to attack the seemingly defenseless family member. If he became widely recognized as a massive, several hundred pound guard, then their enemies would never be revealed from the shadows and stopped permanently. This was a case where his appearance was a somewhat hindering even for his job as the royal guard.
Funny thing is, he had the feeling Dove knew he was there. He was present throughout the entire conversation, although some may have assumed he would be hard of hearing at his age. 'I'm not that old...' He wasn't sure whether or not Dove would mind his company if she did know, but either way Nero still wouldn't show himself. He didn't want to scare off the Vulpix she seemed to be making friends with. It was a spectacle, really. 'The royal princess attempting to befriend a child villager, who likely has feelings of distain towards her. This should be interesting...'