You do what Pinkie has told you to. You stand in the doorway.

“Pinkie! Where are you going?” you ask.

“Just gonna fetch you somepony! Just don’t move!” Pinkie replies, bouncing happily.

“Is that you have found Fluttershy?” you shout.

“Yes!” Pinkie calls out from a far distance.

And she returns a few minutes later with the yellow pony to prove herself right.