In keeping with his religious vows as a Jesuit, Paez offered himself up for service in the East Indies, and in 1588 was sent to Goa (then part of Portuguese India), where he served at the College of St. Paul operated by the Jesuits in that city. The following year, a direct command of King Philip II of Spain was given for some Jesuits to go to Ethiopia to make contact with the surviving members of a Jesuit mission there, as well as exploring the possible union of the Ethiopian Church with the Catholic Church. With Antonio de Montserrat in command, the two set out for Ethiopa. Upon arrival in Yemen, however, the pair were betrayed by the native officer who had been entrusted with accompanying them on the mission. Handed from one local chieftain to another, they were held captive for nearly seven years, from 1590 to 1596, during which he used his time to learn Arabic. During this period he had to travel through the Hadramaut and Rub'al Khali deserts, and tasted coffee in Mocha, being most probably the first European to undergo such experiences. The pair were finally ransomed by the Jesuits in Goa and returned to that city, where they spent some time recovering from their ordeal. Unfortunately Monserrat never recovered, dying in 1600.