Lily would want to help because her employee's friend got kidnapped and she's a meddlesome boss. Although I'm not sure where it would be best to put her. She's not a physical fighter and she'd most likely ask Lezard for help but wouldn't want to set people on fire either.

Oh, and her Meister ability lets her sense things from clothes so if she manages to get her hands on some of the kidnappers' robes or masks, she'll try reading them.