I dare not say it as so, sir, they say telepathically, their tone while speaking about themselves as distant as a sky blue tinge across paled mountains in the farthest of backgrounds. Their physical silence and complete lack of movement makes them all the more unnerving.  

A smile plays its way across the ghastly boy's lips. No, sir. 

No, sir. Goddess Rune is somewhere else within her domain. Death smiles briefly with their eyes closed, innocent-looking as ever, before they introduce: You're in my mistress's domain now, Sir Allen. Surely you know of her? Her name is Dalia, goddess of minerals, air and flight, and luck. 

Pardon me for failing to introduce myself, sir, Death goes, temporarily avoiding the question. Their physical form bows at a full ninety degrees angle. My name is Death, employee of Goddess Dalia, tasked with retrieving you. My mistress will be delighted by your company. 
They resume their previous posture, their smile nearly fading before they make it resume. "Death hopes that you will find joy from being with their mistress as well," they speak.  

(Lol so much for knowing her)

"Well..." Death seems to give that consideration, but the two narrators should know full well they're not considering that at all. After whatever pretense that was, they continue: "Sir Allen definitely knows this, but Death could not possibly make such a decision on behalf of their mistress. Not to mention...Death already consulted their lady in terms of the matter." A hint of apology enters their voice; it's uncertain if they're actually apologetic or not. It's kind of like when a kid says sorry when he seems like he's really not sorry at all. Miss. Dalia was quite clear about her wishes. Please extend your forgiveness.
Without giving enough time for Allen to respond, they flick a card out of nowhere, catching it so that the front cover is upside down. Death then presses the card against their mouth; the part of the cover where their mouth is hidden almost seems to mimic a frown.
...please reconsider carefully, Sir Allen, they start again. It would be likely be quite impractical for you to visit and then leave. After all, Miss. Dalia would love to welcome you personally. Perhaps you will gain the chance to speak about your current whereabouts with her. The card moves away slightly to the side only to reveal that the young man is still smiling. "Besides, the mistress gave Death a special warrant for this mission," they say like a child bestowed a new toy they are simultaneously excited about yet hesitant to open. "Death will only let Sir Allen know what it is if he refuses further..."
...So, now...please. Your response, sir. 

They remain silent as they relay a telepathic message to Dalia.
Madam, will one week of time at maximum be acceptable?

Death's rare laughter in response, which they seldom use around her because they're her subordinate, is intended to make it sound like a joke. Which it is. Their sense of humor is so messed up. Funnily enough, even they were sure that even one more hour would be stretching it. They're usually quite efficient, after all.
Besides, they've learned to take the reasonable parts of what their goddess says--like her being willing to wait--like a grain of sugar. Pleasing, but ultimately infinitesimal and representative of nothing in the large view of things. 
The core objective is at hand, madam. Worry not. 

They look back (down) to Allen, their eyes bright. 
My apologies, sir, but a delay is unacceptable. Considering these unnegotiable circumstances, I wonder: Would you like to see my warrant? Please, as mentioned before, Miss. Dalia is excited for you to return to her.

"'If one believe in oneself, anything is possible,'" Death goes, before they add, "...Then, Death realizes, 'Oh, that may not be of practical use here.'"
Perhaps that just means you need to return more promptly, sir, they continue like they didn't say anything aloud. As an option, you may recruit someone to assist in your leave.
If Allen doesn't get the hint, he's probably getting knocked out and Death's going to pack up his stuff anyways, so a few wasted seconds isn't anything major. 

Ah. How convenient, Death goes, obviously their plan having worked out, or so it seems. They courteously step aside since, y'know, this is his room and supposedly much of his stuff would be here--his newfound belongings, of course, since in the first place it hadn't been planned for him to have lived here in the first place

(Not sure how clear I made it but basically the place where Allen was in the library has been carried over to his room)

Yes sir. And with that, Death just fades into nothingness, presumably having left the room, even though of course they're still going to make sure Allen doesn't try to find help in the domain or something, just in case.

Death is somewhere in the domain, or perhaps not. They are ready whenever Allen is; after all, if Allen just walks out from this place, he would literally be in Dalia's domain. Nifty abilities on Death's part, apparently.

The journal and pen were there, a curious hint for Rune and the others to find or perhaps neglect.

The room vanishes behind him, leaving only a corridor. It's quite clear where Death wishes him to go--he's faced in one direction in a one-way corridor. The twin doors are closed at the moment, but it's not like they're closed.
Home sweet home, eh?
Death manifests to his side, slightly behind him, wordlessly.

Yes. 
Death holds a door open for Allen, actually, and then follows him inside. Again, there's something extremely creepy about how they make no noise. No shadow, either. Strange and eerie, really.