Gresha je didn't save her coz he was in a mission and his mission is to save the prime minister daughter (not the Dou prime minister, it's the next prime minister) .His mission was in America and Nianzhi is kidnapped in Germany. Also ,someone from the Huo Shao subordinates betrayed them so he blocked all Nianzhi calls to the Special Operations Forces. So when Huo Shao returns from his mission and tries to save her it has been already late coz Prof He saved her.
PS:Huo Shao has a reason for accepting the mission of saving the prime minister daughter, I won't spoil it , coz it'll be a good surprise ,coz he did it for Nianzhi (if you want, I will tell you his reaon)😉😁