No, they never listened to the kidnapper after he took them. Apparently, the narrator is some sort of demon, fallen angel or supernatural being capable of assuming any form, even absorbing them and making them part of him. The other, apparently, is a more powerful being made of energy. The strange thing is the turn of events at the end and we do not know for sure what happened because the narrator also did not know how he was trapped along with his victims with the last form he adopted (the violin) and how the more powerful being took human form to become a virtuoso street violinist. Therein lies the unresolved intrigue because the narrator is not to be trusted.

I appreciate your interest in the story. Thanks for the support!