To deflect the topic about Priscilla’s trust or lack thereof in Al, Priscilla talked about the unseemly guilt Anastasia placed on her knight, and in the anime there’s no clear indicator of what Priscilla could be referring to at the time due to an information gap.
But later in Episode 60, we see Anastasia use magic, which both Al and Felix both assert that to their knowledge she shouldn’t be able to in Episode 65, so this suggests something happened to Anastasia during the first battle against the Witch Cult.
This would explain why Priscilla mused on the unseemly guilt Julius felt, and it’s because Julius while out to battle failed to protect Anastasia, which is what led to this shapeshifter or imposter, whichever it is, taking the real Anastasia’s place.
Whereas we saw Felt bring a metia that Beatrice activated, there was no sign of Anastasia using a metia. When there was an actual metia, we saw the magic emanating from it, not Felt or Beatrice, and given the magic came from Anastasia rather than an object, there was no metia, so it’s an imposter or shapeshifter.
And given the group didn’t incur serious setbacks against Sirius aside from Kiritaka’s capture, perhaps Anastasia had a mishap somewhere outside their base since everyone was buying time for her escape. In a big city, there are many potential hazards, so it’s not just the Witch Cult you should worry about.
As for Julius showing no discomfort upon returning, Julius has a reputation for being the most knightly of knights, the opposite of Subaru in Arc 3 the self-proclaimed knight, so I believe he could remain stoic if Anastasia had really been hurt due to him being away from her when others couldn’t.