The arrow is released and floats above you. It gently pulsates and points the way forward, straight into a rock wall- evidently the arrow may point in the direction you need to go, but is not too intelligent about it!
Your caravan moves off. The road winding out, heading down through a gorge between two massive cliffs. The walls on either side are massive, wind scarred and water eroded. No plants grow and no animals can be seen- evidently the monastery is on a msaaive plateau and this is the other reality not seen from you room's windows.
At the bottom of the gorge the path is still there, but unclear and covered with bits of wind blown debris and the occasional fallen rock. The arrow still points into the wall of the gorge, the path running counter to the direction shown.