Mordred would appreciate Lobelia the most, yes. Inmity could go either way. The other two would be met with contempt and, most probably, outright hostility. Downy's an exception since he's her Master and thus, can get away with stuff others would get a sword in the face instead. She might not like what he'll decide to do but won't argue over matters such as morals or methods, as long as it brings results.
As for what to do, gathering his allies/underlings and discussing the next plan seems ideal. The failure is a good opportunity to reevaluate his priorities. Given how the circles went all fireworks, it's logical for him to assume potential enemies being aware of his existence, therefore, showing some paranoia. A safe haven, even temporary, is the logical step.