They're caught by Lashda, who wants to make them her own pets.

Despite their best attempts at planning, Link and Zelda couldn't come up with anything. It astonished Link, in a way, because Zelda was usually so great with plans, but the change in body and location must have dulled that skill at least somewhat. Still, they ended up deciding the best idea would be to try and talk to Midna again, even if they had no real idea of how to pull it off.

The lack of planning was an issue right away. It looked like patrols in the palace were more strict than before, and they were only barely managing not to get caught. All the extra Twili were also trampling all over any chance either had of picking up Midna's scent for tracking. Then, they turned the wrong corner, and that was it.

Standing in the corridor, looking down at the animals, was Lashda, the kennel master Link had escaped from before. She eyed the strange wolf who had evaded her, now seemingly returned with another of its kind, and smiled. "I think the kennel is wasted on you," she told the wolves. "My own personal pets...now that sounds more appropriate to me." Then, before either Link or Zelda could run away, she pulled something out of her cloak and sprayed the two wolves with it, knocking them **** immediately.