Follow him and see what he's selling
The merchant seems to have quite the operation down the ally. If even a quarter of the illicit material and actions going on is visible, you may have stumbled onto a central hub for a thieves guild. You see prostitutes prepping for their evening, Breach stone smugglers, withered sawque root, weapons clearly designed for, illicit purposes. Those that you pass give you a curious look that is a combination of appraising the value of your equipment, appraising your strength in a fight and appraising the weight of your coinpurse.
"Hm...Shall we enter through the sewers? Far from the most glamorous path, but likely the least defended. The other paths are straight through the front door, which would be an obvious place to defend, and one through the cells below the armory, but we could encounter any number of brutes down there. The sewers won't be fun, nor safe, but I do believe it's our best shot.
Find an entryway to the sewers, assuming Athri has no objections.
"I was once encased in stone and shot to the bottom of the ocean. A sewer is nothing.OFF TO THE MINES, THEN!
These mines are old, but the veins are so rich that some amongst the council have considered shutting it down for some time to prevent it from devaluing the price of a number of precious metals in the region. Romek shut that plan down, and the mines are still active. They have become labyrinthine in their construction. Thankfully your map is extensive and mostly accurate.
Following the twisted paths, you can't help but notice how few miners there are in this section of the mine, but you press forward to the underground lake, your torch still burning strong. Your path follows the cartpath to the lake. You find yourself eventually standing on a bridge above the lake. It is dark in the water. What do you do?