Shin is pretty much fully recovered thanks to Jeanne's healing, but he's still damp and covered in sand. And currently his plan is to slow down Perymones while the others have time to escape, so that he won't catch them along the way. The fact that Rokuten Maou is resistant to Ice comes in real handy here. I also think Merlin should help, because his fire techniques will be "super-effective" against Perymones. Meanwhile, Shin's contributing by inserting Annoying Arrows into Perymones. That should slow him down a bit too.
Of course, with Shin's taunt and everything, I think Perymones will be focusing on him for a while. When I posted, I had not yet read storymasterb's post here about letting us control the knights, so for now I guess we can assume Perymones and Rokuten Maou are in the middle of a sword fight. Over time Rokuten Maou will probably slow down due to strikes by Perymones' sword (despite his ice resistance) and Perymones will continue his pursuit of the others, but will be a little behind by then.