The man is still in Moscow, but his mind is already in the United States.
Dani is responsible for tracking Rana Gadot's whereabouts. For such a minor task, he doesn't even need to leave Moscow, nor does he need Panetta to look for her. By simply checking publicly available information, he can determine Rana's location.
As for sending Alexander to catch her, that's even less of a concern for Gao Yi and his team. If Alexander can't handle such a simple matter, he might as well buy a block of cheese and bash his own head against it.
The operation splits into two teams: one in Saint Petersburg, led by Alexander himself, to capture the CIA spy, and another in Moscow to root out the mole, with Plevenov operating beyond his authority to remote-control the situation.
Then, the CIA spy embedded within the KGB received word and reported back immediately, prompting Panetta to issue an emergency evacuation order.
