No, but there's a rock compass pointing the way to the new camp just east of the camp, plus the tracks of about 7 people.
Edit: In hindsight, getting split up was a very stupid idea.
Drama is good.
Also, I think you'd be better off in the cave. We will have time to build a better shelter later, so it's more important to find out if the cave is home to some kind of horrible demon-bear for the time being, so we don't get surprised later. Also, there might even be usable stuff and/or loot in it.
As for a fire, I'm not sure we need just now. We don't have any kind of food that needs cooking yet, and it's not raining or storming so we don't run the risk of getting too cold, right? Moreover, we don't have any reliable way of lighting it (unless the evening sun is strong enough to use glasses), at least unless I missed something, so it's quite possible we'll be wasting time lighting a fire that won't ignite.
On the other hand, it's hard to say we won't need a fire without knowing what's to come, and it's better to have one and not need it than have to go all Captain Hindsight on ourselves. And if we manage to start one, the late night guards can still work a little on the camp since they're awake anyway.
So, starting a fire and gathering building "supplies" (ie, branches/wood, wines, and large leaves if any are around) is are really the things that need doing right now, provided we can postpone hunting/fishing/foresting for the time being.
Lastly, and just so it's clear;
> I'm resting this turn, so I can stay up the next. Unless something more important comes up, that is.