Kady and Fogg follow the brown bunny to the beach where the Emperor is hanging out. He tells them that in exchange for the information they seek, one of them will have to remain in the Etheric Realm forever in episode 5x04 "Magicians Anonymous".
Mick's relaxation on the beach is interrupted by the appearance of Julias Caesar in episode 3x01 "Aruba-Con".
Source: Caity Lotz — Instagram
From episode 5x18 "The Lost Amadeus".