for the second phrase, you could try to use 居て下さい。whiches read “ite kudasai”, which means “please stay”.
demasu — -masu for of deru, to leave.
denai — negative to deru
kudasai — “please”, used in sentences for request. also its respectful.
ite — to stay. to exist. to be. (note that this word does not work the same as desu, imasu, arimasu or da)
EDIT: the above is “are you leaving”..so if you want “Why are you leaving”
i think “何故出ますか?” works better.
naze demasu ka?
there are a few “why” variations; 何故、如何して、何で。
naze, doushite, nande.