First time ever playing with Hellebron, so im not exactly sure how Blood Voyage works, but i would guess, they would go after a random HE faction on their own.
After i triggred the first Death Night, next turn, the Blood Voyage spawned, declared war on some HE faction, then did nothing. Even when i got the alliance points to set war targets for them, they never moved an inch.
No matter if i restarted. I even let them take attriton, to die out. Next time they spawned in again, but same thing.