1 Samuel 23:4 ASV and 1 Samuel 23:10-12 ASV

God clearly directs David to go to Keilah, and David is successful with the assignment from God. However, going to Keilah also puts David in a dangerous position. God didn't tell him that ahead of time, but it is a by-product of David's assignment. Once David asks God about his safety, God answers very simply with affirmation that he is at risk. God doesn't give David passionate directions of how to escape Saul and his men. He confirms that David is in danger and lets him decide what to do.
God often sends us into places of danger. We cannot assume that just because we are doing God's will, we are safe from the brokenness and evil of this world. In fact, doing God's will often puts us in situations where we are quite vulnerable to harm--physical, emotional, and/or spiritual.