The disciples were afraid that the Jews were coming for them next (John 20:19), for they were followers of Jesus and He had just been crucified. Lazarus was in trouble too, but we don’t know what became of him (John 12:10).

For several days before the crucifixion, Jesus and the disciples had been staying on the Mount of Olives in Bethany at night (see Matthew 21:17-18, 24:1-3, Mark 13:1-3, Luke 21:37, 22:39) and had been sharing meals with some of the folks in Bethany, at least with the Lazarus crew and Simon the Leper, at Simon’s house (Matthew 26:6, Mark 14:3, John 12:1-3). Jesus had been staying on the Mount because, at first, He needed to keep Himself hid from the Jewish leaders and therefore couldn’t stay at His friends’ houses.  The Jewish leaders wanted to kill Him (Matthew 26:3-5, John 11:47-57), but not while He was in Jerusalem, because they were afraid that the common people who were listening to Him would cause a riot (Matthew 26:5, Mark 11:18, 12: 12, 14:2, Lk 19:48, 20:19, 21:38, John 12:9-19). 

Providentially, Jesus’s custom of staying on the Mount at night established a place where Judas would know where to find Him for the betrayal (Matthew 26:3-5, 14-16, 36-56, Mark 14:10-11, 32-49,Luke 22:3-6, 39-53, John 11:47- John 12:36, 18:1-11). We know that Jesus had habitually been going into Jerusalem during the day and spending the night on the Mount of Olives (Luke 21:37, 22:39) for that time frame of about 6 days, probably from the time of what we call Palm Sunday or The Triumphal Entry (see Matthew 21:1-11, 17-18, Mark 11:1-12, Luke 19:28-40, John 12:12-16).

We know that on the First Day of Unleavened Bread, Jesus and the disciples were staying in the upper room for supper, at the very least. It is possible the disciples thought they would now be transferred here in the upper room for the rest of the Passover (see Matthew 26:17-19, Mark 14:12-17, Luke 22:7-13 for the upper room info).

Just before all of this, Jesus had been staying in Ephraim for a little while, before going to Bethany (see John 11:54-12:1).