Sally was worried.
Every moment the clock ticked by was a moment she went without information on the whereabouts of her son. More of a chance he was never coming back.
Paul helped. Every time he noticed her sitting in a chair, waiting at the door for news, he would comfort her and tell her that Percy would be home any minute and they should go play a game. His heart wasn't into it. He had already given up.
The one person who truly believed was Annabeth. They believed because the alternate was too hard to bear. They believed together.